OptionMetrics Head Quantitative Researcher Garrett DeSimone Ph.D. to Give Keynote at QuantVision Conference in New York City on April 4

Provider of historical equity and futures options, beta, and dividend forecast data will also exhibit its databases used by 350+ corporate and academic institutions globally

OptionMetrics Head Quantitative Researcher Garrett DeSimone Ph.D. to Give Keynote at QuantVision Conference in New York City on April 4

Hilary McCarthy
774.364.1440
Hilary@clearpointagency.com

OptionMetrics Head of Quantitative Research Garrett DeSimone Ph.D. will give a keynote on Risk Neutral Factors – Implied Variance Asymmetry and Beta at Fordham’s Quantitative Conference – QuantVision – on April 4 in New York City.

DeSimone, who holds a Ph.D. in Financial Economics from University of Delaware, where he served as an adjunct lecturer, will propose a new, combined factor for institutional investors to leverage in assessing risk.

“A common drawback of utilizing volatility as a measure to assess stocks with upside potential and risk is that it treats upside gains and downside losses as having the same relative riskiness. Our research at OptionMetrics shows how integrating existing factors such as implied beta and implied variance asymmetry (IVA) into portfolio construction can provide another useful tool to assess risk,“ says DeSimone.

OptionMetrics will also be exhibiting at the conference, showcasing its historical equity and futures options, beta, and dividend forecast data sets:

  • 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 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
  • Woodseer Dividend Forecast Data with algorithm+analyst+ai methodology for trading, back-testing dividend strategies, risk management and anticipating portfolio income

Contact Betty Li to schedule an appointment with OptionMetrics.

About OptionMetrics

Entering our 25th 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 350+ corporate and academic institutions worldwide to construct and test investment strategies, perform empirical research, and assess risk. www.optionmetrics.com, LinkedIn, Twitter