OptionMetrics Participating in Two Key Conferences in May: BattleFin Discovery Day New York and Global EQD Las Vegas, Head Quant Will Speak on Implied Beta Strategies

Global options, futures, dividend provider looking forward to connecting with buy-side and other financial professionals on generating alpha at events

OptionMetrics, an options database and analytics provider for institutional investors and academic researchers worldwide, is announcing it will sponsor and exhibit at BattleFin Discovery Day New York, May 17-18. OptionMetrics will also exhibit and speak at Global EQD 2023, May 24-25, Las Vegas. The company’s Head Quant Garrett DeSimone will speak on The Implied Bet Against Beta (IBAB) Factor: A New Frontier for Low-Volatility Investing at Global EQD on May 24.

A premier provider of historical options and implied volatility data, OptionMetrics will exhibit at both shows, showcasing its full line of IvyDB products with data on equities, commodities and ETFs globally, and real-time dividend forecasting data, through its recent acquisition of Woodseer Global. Products include:

• IvyDB US, comprehensive U.S. options data, known as the gold standard in options data, covering 10,000+ underlying stocks and indices from 1996 onward
• IvyDB Europe, IvyDB Canada, and IvyDB Asia databases, with the most comprehensive, accurate end-of-day prices for options, calculated implied volatilities and greeks from major exchanges in Europe, Canada and Asia respectively
• IvyDB Signed Volume on option trading volume, order flows, institutional and retail trading to assess directional trading
• IvyDB Futures data to assess optionable futures in agriculture, currency, energy, equity, metals, more
• Real-time dividend forecasting data, with algorithm+analyst methodology and the best of human and machine intelligence, to help financial firms backtest dividend strategies, anticipate portfolio income, more

“With the increasing speed and complexity of global markets, buy-side professionals need access to high-quality, reliable data to explore new ways of generating alpha, backtesting strategies, and assessing risk,” said OptionMetrics CEO David Hait, Ph.D. “Options, futures, and dividend forecasting data can offer important insights to give them an edge. At OptionMetrics, we are committed to providing the highest quality data to help financial professionals address continually evolving markets.”

Battlefin Discovery Day, May 17-18, brings together hedge funds, asset management firms, buy-side professionals to discuss the latest alternative datasets to find alpha.

Global EQD, May 24-25, brings together derivatives peers on innovations across volatility, cross-asset portfolio diversification, developments in hedging, more.

Contact William Ko to schedule an appointment with OptionMetrics.

About OptionMetrics

With 20+ years as the premier provider of historical options and implied volatility data, OptionMetrics distributes its IvyDB options, futures 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

View source version on businesswire.com: https://www.businesswire.com/news/home/20230515005305/en/