Blogs
Commodities Told the Tale
August 13, 2024The recent sharp declines in the equity markets, marking the most significant flight to safety since the 2020 pandemic, likely came as no surprise to any investor following commodity markets. Since mid-2022, commodity prices have been in a sideways to ...
Read moreIs Winning the Gold Medal in the Race to Hosting the Olympics Worth It?
August 3, 2024With more than 200 countries and an estimated 10,000 athletes in action to competing, Paris is in full swing hosting the ancient old competition of the Olympics. Historically, the preparation for the Summer Olympic Games has brought both positive and ...
Read moreDividend Risk Premium: A Primer
July 31, 2024How do investors price dividend uncertainty, known as the dividend risk premium, into equities and ETFs? This is something that can now be more easily and accurately assessed using OptionMetrics’ new IvyDB Implied Dividend. Implied dividends are risk-neutral dividends derived ...
Read moreThe Economic Implications of France’s Snap Election
July 5, 2024As the dust settles on the first major European Election of the week, attention now turns to the results of the second– France’s Parliamentary Election. On June 9, Macron sent shockwaves throughout Europe and the global economy, as he announced ...
Read moreVolmageddon Unveiled: How Massive Options Trades May Have Enabled Historic VIX Spike
July 1, 2024By: Garrett DeSimone, PhD & Oscar Shih Intro and background After 25 years in business, OptionMetrics has experienced many different markets and various volatility regimes. In recognition, we look back at the single biggest daily increase of the VIX, commonly ...
Read moreNegative Futures Prices: A Failure of Imagination
June 28, 2024OptionMetrics is now 25 years old! In celebration of the event, I was asked to comment on which market-related event most influenced me since the company's founding in 1999. 25 years is a long time, and most of the significant ...
Read moreCommodities: Disparate Trends
May 28, 2024Short term commodity price developments are in disagreement with longer term market-based forecasts. Although this is often the case, as markets are buffeted by short term events that aren't necessarily related to long term factors, the current disparity seems glaringly ...
Read moreAnother GME Rally: Diagnosing the Boom and Bust
May 21, 2024Last week’s random meme stock resurgence put another wet blanket on the efficient market hypothesis. The catalyst for this latest run was a Sunday night tweet from one of the original characters of the OG meme stock craze of '21, ...
Read moreNew Horizons: How the Bank of Japan’s Shift from Negative Interest Rates Impacts Dividend Policies in Japan
May 20, 2024By Samuel Olavarría Dividend Analyst at Woodseer Global After a prolonged period of unconventional monetary policy, the Bank of Japan (BoJ) has embarked on a significant shift, moving away from negative interest rates—a decision that marks the end of the world’s ...
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