About the author
Matt Connor
Founder & CEO, Strasmore, Inc.
Strasmore Research is written by Matt Connor, founder and CEO of Strasmore, Inc., the company behind both this markets terminal and the SSD Nodes hosting business.
Matt has bootstrapped and run the company for 15 years, a milestone most companies never reach. Keeping a business profitable and self-funded for that long is hands-on financial management in the most literal sense: reading the statements, managing the cash, and living with every line of the P&L. Tenure like that is itself evidence of knowing how to run the numbers.
He has also traded options for more than a decade. The mechanics this blog explains (bid-ask spreads, the quote book, expirations, liquidity, how a fill actually happens) aren't theory to him; they're the working reality of an active trader.
Strasmore Research brings that operator's discipline to public market data. Every figure here is sourced from a stored SQL query against real exchange, SIP, and OPRA data, shown with the exact SQL behind it, and reproducible. We publish observations, never conclusions: what the data shows and when, not a story about why. If a number here is ever wrong, it is wrong in a way you can check by re-running the query yourself.
What Matt writes about
- US equity market structure
- Options trading
- Company financial analysis
- Market data infrastructure