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2019 OptionMetrics Research Conference – Call for Papers

2019 OptionMetrics Research Conference – Call for Papers

OptionMetrics is excited to announce our 8th Annual Research Conference (ORC2019), to be held on Monday, October 28, 2019 in New York City.

We look forward to bringing together OptionMetrics clients and researchers from the buy-side, sell-side, and academia to present and discuss their research. We invite quantitative practitioners and academics in the volatility and alternative risk premia space whom are interested in OptionMetrics’ IvyDB data products to attend and submit papers for presentation at the conference.

2019 CALL FOR PAPERS

We welcome original research papers and presentations containing OptionMetrics data.

Major areas of interest include but are not limited to the following topics:

  • Volatility Outlook
  • Portfolio Derivative Strategy
  • Machine Learning in Volatility Investing
  • Alternative Risk Premia
  • Empirical Option Research
  • Option Market Micro-Structure

If you are interested in submitting an abstract or overview, please provide your contact information, working presentation title and a short abstract (approximately 100 – 300 words) using the online submission URL below.

 

COMPLETE ABSTRACT SUBMISSION HERE