The Megacap Song Remains The Same For Stocks And ETFs
February 9, 2024What's next for the stock market? After a winning start to the year with exchange traded funds, investors wonder if the stock market rally will finally broaden out. Garrett DeSimone, head of quantitative research at OptionMetrics offers his insight on ...
Read moreImplied Beta And Variance As Portfolio Factors Can Lower Risk, OptionMetrics Says
February 7, 2024"New research from experts at OptionMetrics shows how integrating existing factors such as implied beta and implied variance asymmetry (IVA) into portfolio construction could mark another useful tool for institutional investors to reduce risk." Read the full article, "Implied Beta ...
Read more“The January Effect” and Stock Prices by The Quant / Financial Engineering Podcast
February 1, 2024Professor Patrick Z. from Lehigh University hosted OptionMetrics' contributor, Brett Friedman, on The Quant / Financial Engineering Podcast where they discuss the "January Barometer". Listen to the full episode below available on Soundcloud and Apple podcasts. Read Full Article Here
Read moreOptionMetrics Sponsoring 2024 Asset Management Derivatives Forum in February
January 31, 2024NEW YORK--(BUSINESS WIRE)--OptionMetrics, an options database and analytics provider for institutional investors and academic researchers worldwide, is sponsoring and exhibiting at the Asset Management Derivatives Forum 2024 in Dana Point, California, February 7-9. The conference attracts senior market professionals to discuss the ...
Read moreJanuary Barometer: Forward-Looking Metric or Myth?
January 25, 2024"The start of the year always brings predictions of what the new year will bring." states Brett Friedman, Winhall Risk Analytics/OptionMetrics Contributor. Read "January Barometer: Forward-Looking Metric or Myth" featured on MoneyShow below. Read Full Article Here
Read moreOptionMetrics Attending BattleFin Miami
January 22, 2024OptionMetrics will be attending BattleFin Miami on January 24-26th at Nobu Eden Roc. For more information or to set up a meeting, please contact us at info@optionmetrics.com. We hope to see you there! Read Full Article Here
Read moreExtreme Weather and Financial Market Uncertainty
January 8, 2024"When investors become more uncertain about a firm's stock price, their willingness to buy the option increases, which in turn drives up the option price." Read more about how investors mitigate the risks caused by unpredictable weather conditions through options ...
Read moreAre Passive Funds Negatively Impacting the Stock Market?
December 13, 2023How might ETFs and passive investing affect financial markets, when it comes to stock liquidity, informativeness of stock prices, and other factors? Read the article, and the insights, from Philipp Höfler, doctoral candidate at the Department of Finance at Goethe ...
Read moreMulti-Asset Advisor Says Investors Misreading VIX Amid Middle East Tension
December 4, 2023Are investors misreading the VIX, especially with its muted November reaction alongside rising hostility in the Middle East? Brett Friedman provides insights, leveraging OptionMetrics data, on what makes the VIX function and the upside and downside risk of a short VIX position. ...
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