News & Events
Implied Beta And Variance As Portfolio Factors Can Lower Risk, OptionMetrics Says
February 7, 2024"New research from experts at OptionMetrics shows how integrating existing factors such as implied beta and implied variance asymmetry (IVA) into portfolio construction could mark another useful tool for institutional investors to reduce risk." Read the full article, "Implied Beta ...
Read more“The January Effect” and Stock Prices by The Quant / Financial Engineering Podcast
February 1, 2024Professor Patrick Z. from Lehigh University hosted OptionMetrics' contributor, Brett Friedman, on The Quant / Financial Engineering Podcast where they discuss the "January Barometer". Listen to the full episode below available on Soundcloud and Apple podcasts. Read Full Article Here
Read moreJanuary Barometer: Forward-Looking Metric or Myth?
January 25, 2024"The start of the year always brings predictions of what the new year will bring." states Brett Friedman, Winhall Risk Analytics/OptionMetrics Contributor. Read "January Barometer: Forward-Looking Metric or Myth" featured on MoneyShow below. Read Full Article Here
Read moreExtreme Weather and Financial Market Uncertainty
January 8, 2024"When investors become more uncertain about a firm's stock price, their willingness to buy the option increases, which in turn drives up the option price." Read more about how investors mitigate the risks caused by unpredictable weather conditions through options ...
Read moreAre Passive Funds Negatively Impacting the Stock Market?
December 13, 2023How might ETFs and passive investing affect financial markets, when it comes to stock liquidity, informativeness of stock prices, and other factors? Read the article, and the insights, from Philipp Höfler, doctoral candidate at the Department of Finance at Goethe ...
Read moreMulti-Asset Advisor Says Investors Misreading VIX Amid Middle East Tension
December 4, 2023Are investors misreading the VIX, especially with its muted November reaction alongside rising hostility in the Middle East? Brett Friedman provides insights, leveraging OptionMetrics data, on what makes the VIX function and the upside and downside risk of a short VIX position. ...
Read moreFed rate-cut hopes are fueling an ‘everything rally’ on Wall Street
November 29, 2023Fed rate-cut Hopes are Fueling an ‘Everything Rally’ on Wall Street.” Check out the recent article from Joseph Adinolfi of MarketWatch. with feedback from Garrett DeSimone, head of quantitative research at OptionMetrics, on these types of bets. Read Full Article Below
Read moreHow Bullish Are Investors on Nvidia Now? Options Offer a Clue
November 21, 2023With Nvidia expected to report on earnings today after market close, here’s what the options market is indicating for the stock. Read the Wall Street Journal article by Charley Grant, CFA, and Gunjan Banerji, with feedback from OptionMetrics’ Head Quant Garrett DeSimone, "How ...
Read moreA Muted VIX. What is the Upside Potential?
November 10, 2023OptionMetrics' contributor Brett Friedman examines the muted reactions of the VIX from the recent events occurring in the Middle East. What does it say about what could drive the VIX to higher levels on a more sustained basis? Read his ...
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