Global options and futures data providers meet with institutional investors and hedge funds to generate alpha and manage risk at the International Alt Data Conference
LONDON and NEW YORK–(BUSINESS WIRE)–OptionMetrics, an options database and analytics provider for institutional investors and academic researchers worldwide, announces that it will be a sponsor and exhibitor at BattleFin Discovery Day in London, September 26-27 . With the conference’s focus on unlocking the potential of alternative alpha discovery data, OptionMetrics will showcase its full range of historical equity and futures options and implied volatility data.
OptionMetrics will demonstrate:
IvyDB US, comprehensive US options data covering more than 10,000 underlying stocks and indices as of 1996, is considered the “gold standard” in investment strategies and academic research
IvyDB Europe, IvyDB Canada, IvyDB Asia, options databases for evaluating risk models, testing trading strategies and conducting sophisticated research in their respective markets
IvyDB Beta, option implied betas and correlations for components of the SPY, for a prospective overview of the US market’s perception of systematic risk compared to traditional historical beta
IvyDB Signed Volume, detailed options trading volume data assigned as either buyer or seller initiated, for insights into options market order flows, participant activity, and directional trading strategies
IvyDB Futures, the highest quality historical future option price data for the US futures markets to evaluate risk models, test trading strategies, and conduct empirical and econometric research
Real-time dividend forecast data from OptionMetrics’ acquisition of Woodseer, using algorithmic and analyst methodology as well as human and machine intelligence to test dividend strategies and predict portfolio returns.
“As the volume, complexity and speed of financial markets increase, options can provide deep insights into stock market sentiment, earnings and volatility expectations, as well as geopolitical, regulatory and other event risks,” said David Hait, Ph.D., CEO of OptionMetrics. “At BattleFin London, we look forward to engaging with alpha seekers, risk managers, investment fund managers and others to discuss these rapidly changing landscapes and how high-quality historical data provides important insights into trading and risk management. “
Contact William Ko to schedule an appointment with OptionMetrics.
With more than 20 years of experience as a leading provider of historical options and implied volatility data, OptionMetrics distributes its IvyDB options, futures, beta and dividend forecast databases to leading portfolio managers, traders and quantitative researchers at over 300 corporate and academic institutions worldwide for creation and to create test investment strategies, conduct empirical research, and assess risks. www.optionmetrics.com, LinkedIn, Twitter