OptionMetrics Sponsoring 2024 Asset Management Derivatives Forum in February

OptionMetrics to meet with senior finance market professionals to discuss powerful role of options data in assessing derivative investment strategies

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 latest in the global derivatives industry. OptionMetrics will showcase its historical equity and futures options and implied volatility data.

OptionMetrics will be exhibiting:

• IvyDB US, comprehensive US options data, the “gold standard” in investment strategies and academic research, covering 10,000+ underlying stocks, ETFs, and indices from 1996 onward
• IvyDB Europe, IvyDB Canada, and IvyDB Asia options databases for evaluating risk, testing trading strategies, and performing sophisticated research in their respective markets and asset classes, and IvyDB ETF, on US-listed ETFs
• IvyDB Futures, historical future option price data and volatility surface calculations of the highest quality for the US futures markets, to evaluate risk, test trading strategies, and perform empirical and econometric research
• 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
• 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
• Real-time Dividend Forecast Data, with algorithm+analyst methodology and human and machine intelligence, from OptionMetrics’ acquisition of Woodseer Global, to back test dividend strategies and anticipate portfolio income

“Options are an important derivative instrument and OptionMetrics’ comprehensive historical options data can be used to effectively back test trading strategies, speculate on market and stock movement, assess risk, and inform hedge trading strategies,” said OptionMetrics CEO David Hait, Ph.D. “Our team looks forward to speaking with conference participants about these and other ways equity and futures options data can be used to provide an advantage.”

Contact William Ko to schedule an appointment with OptionMetrics.

About OptionMetrics

Entering our 25^th year as the premier provider of historical options and implied volatility data, OptionMetrics distributes its IvyDB equities and futures options, beta, and dividend forecast databases to leading portfolio managers, traders, quantitative researchers at 300+ corporate and academic institutions worldwide to construct and test investment strategies, perform empirical research, and assess risk. www.optionmetrics.com, LinkedIn, Twitter

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