OptionMetrics Announces 7th Annual Research Conference (ORC2018) in Fall, Opens Submissions for Paper Presentations
NEW YORK--(BUSINESS WIRE)--Aug 10, 2018--OptionMetrics, an options database and analytics provider for institutional and retail investors and academic researchers, will host its 7thAnnual Research Conference (ORC2018) on Monday, October 15, at Fordham University, Lincoln Center Campus, New York City. Abstracts to present papers or case studies are due Friday, August 24. Tickets for ORC2018 can be purchased online.
ORC2018 assembles OptionMetrics users from academia and industry to present and discuss their work. Original research papers and case studies that incorporate OptionMetrics data are welcomed for submission. Areas of interest include:Empirical option pricing Relationship of option prices to equity prices Option investment strategy Characteristics and dynamics of volatility Econometric methods specific to option markets Option market microstructure
Interested presenters may submit a 100-300 word abstract to: ORC2018@optionmetrics.com. Include name, affiliation, email address, and working title of paper. Authors of selected papers will be asked to submit a full version of their paper by October 1st, 2018.
“Every year we are amazed at the significant research and brilliant case studies using OptionMetrics IvyDB data products,” says OptionMetrics CEO David Hait, Ph.D. “Whether it’s investigating the correlation of option prices to the economy’s health, or new approaches to option investment strategies, we can’t wait to hear the multitude of ways our data, analytics and tools are being used around the world to analyze and leverage historic options data.”
OptionMetrics provides extensive data, analytics and tools to help financial professionals understand the options markets. Founded in 1999, OptionMetrics distributes its IvyDB historical options databases for the U.S., Canada, Europe, Asia, and global indices to corporate and institutional subscribers worldwide, as well as top business schools in the world. It has covered every U.S. strike and expiration option on over 3,000 underlying stocks and indices since 1996. Leading portfolio managers, equity options traders, and quantitative researchers rely on IvyDB’s extensive and high-quality data to construct and test options investment strategies, perform empirical research on option prices, and accurately assess risk. Find more information about OptionMetrics and its products at www.optionmetrics.com or on LinkedIn, Twitter, and Facebook.
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