We’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 ...
Read moreJoin us at BattleFin Discovery Day Miami on January 22-24! OptionMetrics will be exhibiting and our Head Quant Garrett DeSimone, Ph.D. will speak on how alternative data refines earnings expectations in Data Mosaic: Earnings on January 23 at 10:30 a.m. With options ...
Read moreNEW YORK & CHICAGO--(BUSINESS WIRE)--OptionMetrics, an options database and analytics provider for institutional investors and academic researchers worldwide, will exhibit at FIA Futures & Options Expo Chicago, November 18-20 at Sheraton Grand Chicago Riverwalk. OptionMetrics representatives will be available at booth 225 ...
Read moreNEW YORK--(BUSINESS WIRE)--OptionMetrics, an options database and analytics provider for institutional investors and academic researchers worldwide, will exhibit at BattleFin Discovery Day New York, May 21-22, meeting with alpha seekers and investment funds interested in learning how options, futures, dividend forecasting, ...
Read moreNEW YORK--(BUSINESS WIRE)--OptionMetrics Head of Quantitative Research Garrett DeSimone Ph.D. will give a keynote on Risk Neutral Factors – Implied Variance Asymmetry and Beta at Fordham’s Quantitative Conference – QuantVision – on April 4 in New York City. DeSimone, who holds a Ph.D. in Financial ...
Read moreNEW 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 ...
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