Bloomberg recently highlighted OptionMetrics data and insights from Head Quant Garrett DeSimone, Ph.D., in its coverage of market volatility ahead of the Fed’s rate decision and the triple-witching options expiry. “History shows that during emergency cuts, intraday returns are usually positive, but medium-term returns often turn negative, since markets interpret the cuts as a signal of rapid economic deterioration,” DeSimone noted. Syndicated across Yahoo Finance, MSN, and Indexbot, the article underscores OptionMetrics’ trusted role in providing institutional-grade options and volatility data to markets worldwide.

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