OptionMetrics IvyDB Beta available for academia in AACSB
September 27, 2023OptionMetrics' new IvyDB Beta is now available for academic researchers at colleges and universities for research on topics such as equities, systems risk, and factor investing. IvyDB Beta is used by institutional investors for risk modeling and factor investing, enabling ...
Read moreZero-day options now account for 50% of S&P options volumes
September 25, 2023Zero-day options trading volumes keep hitting record levels and have recently accounted for half of all S&P 500 index option trading, according to a recent JPMorgan study, that uses OptionMetrics data. Read Full Article Here
Read more‘Witching day’ price spikes point to options market manipulation – study
September 21, 2023The day when many options expire is known as "witching day", and has been costing hedgers billions of dollars every year. It may be hard to prove, but researchers point to this phenomenon and that it likely correlates with market manipulation. Garrett DeSimone, ...
Read moreOptionMetrics Exhibiting at BattleFin Discovery Day London
September 19, 2023OptionMetrics is sponsoring and exhibiting at BattleFin Discovery Day London, September 26-27. With the conference’s focus on unlocking the power of alternative data to find alpha, OptionMetrics will showcase its full line of historical equity and futures options and implied ...
Read moreStock Options Perspective with Garrett DeSimone Ph.D. by The Quant / Financial Engineering Podcast
September 14, 2023Professor Patrick Z. from Lehigh University hosted OptionMetrics' Head Quantitative Analyst Garrett DeSimone, Ph.D. on The Quant / Financial Engineering Podcast where they discussed Fat Tales, Implied Beta, Long Dated Options, and Options Data. Listen to the full episode below available on Soundcloud ...
Read moreProfiting From Data with Garrett DeSimone, Head of Quant Research at OptionMetrics
September 7, 2023OptionMetrics' Garrett DeSimone, Ph.D. joined Brendan Furlong of Eagle Alpha on a recent edition of their current podcast series, Profiting From Data. In this episode, Garrett shares his journey of how he transitioned from the academic sphere to becoming the Head of Quant Research. ...
Read moreOptionMetrics Makes New IvyDB Beta Dataset Available to Academic Researchers for Prospective Equities Research
September 6, 2023OptionMetrics is thrilled to announce IvyDB Beta is available to academic researchers conducting research on equities, systematic risk, factor investing, and other topics. The comprehensive implied beta dataset includes the top 500 SPY constituents and market capitalization single-name US securities from January ...
Read moreETF flows ‘swoon’ in August as this area of bonds dominate
August 31, 2023“'There is no real excess fear in terms of crash risk,' said Garrett DeSimone, head of quantitative research at OptionMetrics, in a phone interview. Based on options activity linked to the SPDR S&P 500 ETF Trust and Invesco QQQ Trust ...
Read moreNvidia stock options traders are bracing for larger move than usual after earnings
August 23, 2023"In the case of Nvidia NVDA, 3.01%, the market is pricing in a roughly 11% move in response to the coming earnings, according to Garrett DeSimone, the head of quantitative research at OptionMetrics. He said the average move for Nvidia is between 7% ...
Read more