Leading provider of research-grade global equities, futures options, ETFs, beta and dividend forecast data meeting with quantitative professionals interested in generating alpha at popular London financial event
LONDON–(BUSINESS WIRE)–#ImpliedDividends—OptionMetrics, an options database and analytics provider for institutional investors and academic researchers worldwide, will exhibit at Quant Strats London on 08 October, 2024 at Convene 22 Bishopsgate. OptionMetrics Quantitative Researcher Abhinav Gupta will speak about “Accessing the Power of Implied Dividends” at 10:20 a.m.
Representatives from OptionMetrics look forward to meeting with alpha seekers, investment funds, and professionals on the buy side and sell side to discuss how data on the options and futures market, dividend forecasting, and implied betas can help in navigating uncertain times, reducing risk and improving investment strategies.
The leading provider of historical options, implied volatility, futures, and ETFs data, OptionMetrics will showcase its products, used by top-tier financial and academic institutions worldwide to assess risk and examine strategies to generate alpha:
- IvyDB US, considered the “gold standard” in historical options data.
- IvyDB Europe, IvyDB Canada, IvyDB Asia, and IvyDB ETF, options data to assess financial strategies in markets worldwide.
- New IvyDB Implied Dividend, using options pricing data to provide forward-looking dividend projections for optionable single-name securities in the US, two years into the future.
- 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 options 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, intraday 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.
“With upcoming elections in the US and around the world, geopolitical tensions, and overall economic uncertainty, having access to high-quality data is critical to assess investor sentiment, construct portfolios, analyze risk, and unlock alpha. For 25 years, we have been focused on providing the highest quality data to help quantitative and risk management professionals do just that,” says CEO David Hait, Ph.D. “We look forward to meeting with many of these professionals about their data needs, and how we can assist with high-quality options, futures, beta, and dividend forecast data.”
Contact William Ko for an appointment with OptionMetrics.
About OptionMetrics
With 25 years as the premier provider of historical options and implied volatility data, OptionMetrics distributes its options, futures, beta, and dividend forecast databases to leading portfolio managers, traders, and quantitative researchers at 350+ corporate and academic institutions worldwide to construct and test investment strategies, perform empirical research, and assess risk. www.optionmetrics.com, LinkedIn, Twitter.
Contacts
Media Contact:
Hilary McCarthy
774.364.1440
Hilary@clearpointagency.com
