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