We’re excited to exhibit at QuantMinds International in London, November 16–20! Visit us at Stand 65 to meet our team and learn how our historical options data and analytics can support your research and trading strategies. We look forward to ...
Read moreLeading options data and analytics provider meeting with quantitative professionals and fund managers on the informative nature of options in assessing market dynamics, risk, and alpha OptionMetrics, the leading historical options data and analytics provider for institutional investors and academic ...
Read moreAs options trading grows across the Asia-Pacific region, high-quality data can help derivatives professionals better assess market dynamics, alpha, and risk. OptionMetrics will be exhibiting at Asia EQD 2026 in Hong Kong, October 27–28. Stop by to learn how our ...
Read moreOptionMetrics will be speaking and exhibiting at Global EQD in Las Vegas, May 20-21. Head of Quantitative Research Garrett DeSimone, Ph.D. will speak about “The Dividend Valuation Gap — Extracting Alpha from Options-Implied Yields” on Wednesday, May 20 at 5 ...
Read moreOptionMetrics will be exhibiting at QuantMinds International in London from November 17–20. Our team will be showcasing the IvyDB suite and discussing how high-quality historical options and volatility data supports cutting-edge research in pricing, risk management, and quantitative strategy development. ...
Read moreWe’re excited to be exhibiting at Commodity Trading Week Americas in Stamford, CT, June 17–18. In today’s dynamic commodities and futures markets, driven by geopolitical uncertainty and shorter-dated trades, historical options data is essential for making informed decisions. Read the ...
Read moreWe’re excited to be exhibiting at Commodity Trading Week Europe in London, May 7–8. In today’s fast-moving markets, shaped by inflation and global uncertainty, historical options data is more valuable than ever. As CEO David Hait, Ph.D., says: “Historical options ...
Read moreWe're at Quant Strats NYC, connecting with quant strategists, hedge funds, and traders on leveraging data to generate alpha, manage risk, and optimize portfolios. Visit us to explore our latest options analytics, including IvyDB Implied Dividend, IvyDB Futures, IvyDB Beta, ...
Read moreWith derivatives playing a critical role in risk management and strategy development, OptionMetrics is excited to exhibit at the Asset Management Derivatives Forum (AMDF) in Orlando, Feb 12-14, 2025. “The informative nature of derivatives is essential in assessing price sensitivity, economic ...
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