OptionMetrics Exhibiting at Neudata New York Winter Data Summit

OptionMetrics meeting with institutional investors on increasing alpha and managing risk

OptionMetrics, an options database and analytics provider for institutional investors and academic researchers worldwide, is sponsoring and exhibiting at Neudata’s New York Winter Data Summit on December 7 at 225 Liberty Street, New York, NY. The conference brings together asset managers, hedge funds, and others to evaluate alternative data for enhancing research, investment management and quantitative analysis. OptionMetrics will showcase its historical equity and futures options and implied volatility data.

“With market makers, institutional investors, and traders continually seeking an edge, interest in alternative data is growing,” said OptionMetrics CEO David Hait, Ph.D. “We specialize in providing the highest quality, most comprehensive, global options and futures options data, at OptionMetrics, to help institutional investors to assess market sentiment, hedging opportunities, innovative strategies, and risk. We look forward to discussing the ways options and futures data can be used at the New York Winter Data Summit.”

OptionMetrics will be demonstrating:

• IvyDB US, comprehensive US options data, the “gold standard” in investment strategies and academic research, covering 10,000+ underlying stocks and indices from 1996 onward
• IvyDB Europe, IvyDB Canada, IvyDB Asia, and Global Indices options databases for evaluating risk, testing trading strategies, performing sophisticated research in their respective markets, asset classes
• IvyDB Signed Volume, data on detailed option trading volume, assigned as either buyer-initiated or seller-initiated, for insights into option market order flows, participant activity, directional trading strategies
• IvyDB Futures, historical future option price data of the highest obtainable quality for the US futures markets, to evaluate risk, test trading strategies, and perform empirical and econometric research
• IvyDB Beta, option implied betas and correlations for constituents of the SPY, for a prospective view of the US market's perception of systematic risk, over traditional historical beta
• Real-time Dividend Forecast Data, with algorithm+analyst methodology and human and machine intelligence, from OptionMetrics’ acquisition of Woodseer, to back test dividend strategies, anticipate portfolio income

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, 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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