OptionMetrics Sponsoring, Exhibiting at Quant Strats 2024 New York
OptionMetrics, the leader in historical options analytics for institutional investors and academic researchers worldwide, is announcing it is sponsoring and exhibiting at Quant Strats, March 12, at Quorum by Convene, New York.
OptionMetrics will showcase its historical equity and futures options, beta, and dividend forecast data sets used by 300+ corporate and academic institutions globally to assess risk, construct investment strategies, and perform empirical research, including:
- IvyDB US, considered the "gold standard" in historical options data, as well as IvyDB Europe, IvyDB Canada, IvyDB Asia, and IvyDB ETF to assess financial strategies in markets worldwide
- IvyDB Beta, option implied betas and correlations for constituents of the SPY for a real-time market adjusted view of systematic risk over traditional historical, backward-looking beta
- IvyDB Futures, historical future option price data and volatility surface calculations of the highest quality for the US futures markets, to evaluate risk and test trading strategies
- IvyDB Signed Volume, data on detailed option trading volume, assigned as buyer-initiated or seller-initiated, for insights into options market order flows, participant activity, and directional trading strategies
- Real-time Woodseer Dividend Forecast Data with GenAI with algorithm+analyst+ai methodology for trading, back-testing dividend strategies, risk management and anticipating portfolio income
"This conference dives into key drivers in the industry, with specific focus on topics such as AI, finding alpha, new data sources, and real-world applications that give quants a competitive edge," says CEO David Hait, Ph.D. "That's where OptionMetrics comes into play. Since 1999 we've been providing historical options and implied volatility data, and steadily adding equities and futures options, beta, and dividend forecast databases for leading portfolio managers, traders, and quantitative researchers around the world ? sharpening their estimates and making them more competitive."
OptionMetrics has been making bold moves the last few years, adding enhancements and new products such as IvyDB Beta, which provides implied betas and correlations for equities. It offers a forward-looking view of beta that many quants and risk managers find superior. And recently OptionMetrics announced the addition of ChatGPT to its Woodseer Dividend Forecast Data, enabling faster processing of dividend predictions for equities, ADRs, and ETFs.
Contact Betty Li to schedule an appointment with OptionMetrics.
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