Tassat has captured over 12 months of historical prices on Bitcoin and Ether—more than 100 million data points.
Licenses are available for internal use and integration into applications.
Incorporate our reference rates and market data into products you offer clients.
We can create custom indices tailored to meet your needs.
Tassat has designed its OTC reference rates around IOSCO Principles for Financial Benchmarks. Information in the Tassat Statement of IOSCO Compliance has been verified through an independent internal review. The following documentation provides detailed descriptions of the reference rate methodology, oversight, and governance, and other processes.
The independent governance and oversight committee provides guidance to the index administrator and approves changes to the reference rate processes and procedures. The committee is composed of experts in both the theoretical and practical aspects of digital asset market structure.
Robert Emerson is Tassat’s Head Quant. He began his career trading interest rate swaps, options, and structured products at Lehman Brothers and Salomon Brothers. More recently, he built one of the premier interest rate derivative data and valuation businesses at SuperDerivatives / Intercontinental Exchange. At Tassat, Robert focuses on product design, risk and financial product modelling, and financial benchmark design. He also serves as Index Administrator for Tassat’s data and index business.
Nick Goodrich is Tassat's Director of Business Development. He discovered digital asset markets in 2012 when he began mining and actively trading. He previously built products at Tradeweb in retail, middle markets, and institutional fixed income most notably, a new platform for hedge funds to access fixed income securities through a variety of liquidity pools and trading workflows. Prior to that, he focused on seed investing and mezzanine debt transactions at a state targeted venture fund.
Walton Comer is founder and CIO of XBTO Group. He manages trading, risk management, and develops trading algorithms. Walton was one of the first algorithmic traders to provide liquidity to major crypto exchanges, and a key figure in the formation of the CME strategy for crypto futures. Before XBTO, Walton was a founder and principal at Falcon Bridge Partners, a VP of Risk at SAC Capital Advisors, and a Director of Research at Thornhill Partners. Walton is a co-founder and director of Lucid.
Peter is head of Macro Strategy at Academy Securities. For the past two decades he has been a thought leader in ‘beta’ products, including OTC derivatives, listed futures and ETPs. He was a founding board member of the firm that created the CDX credit derivative indices. He was early amongst mainstream market pundits to identify crypto as a potentially important part of investment portfolios. He holds an MBA from Vanderbilt University and a Bachelor of Math from the University of Waterloo.
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