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OptionMetrics to Sponsor, Exhibit, Speak at Global EQDerivatives Las Vegas

May 15, 2019

NEW YORK--(BUSINESS WIRE)--May 15, 2019--

OptionMetrics, an options database and analytics provider for institutional investors and academic researchers, will be exhibiting, and presenting as a Gold Sponsor at Global EQD at Wynn Las Vegas on May 22-23, 2019.

Head of quantitative research for OptionMetrics, Garrett DeSimone, will speak on the impact of Treasury Volatility for Equity Returns on Thursday, May 23 at 11:30 a.m. DeSimone will demonstrate how Treasury uncertainty measured by implied volatility from futures options represents a standalone risk factor for equities.

OptionMetrics will also host the conference’s opening night cocktail celebration on Wednesday, May 22 at 5:50 p.m. to kick off its 20 th anniversary, officially in June, as a leading financial data provider.

The fifth annual gathering will connect quant, volatility, machine learning/alternative risk premia buysiders, asset owners and sellsiders on cross-asset volatility and alternative risk premia on quantitative investment strategies. OptionMetrics will demonstrate how its IvyDB historical options databases for U.S., Canada, Europe, Asia, and global indices can be used in helping to construct options investment strategies, assisting with empirical research, and assessing risk.

“With the growth of hedge funds, investment portfolios, pension plans, and investors using options in their portfolios, and academia and institutions increasingly leveraging options data in their research, investors are using options in more sophisticated ways than ever before,” said OptionMetrics CEO David Hait, Ph.D. “As the most comprehensive provider of options data, we are happy to be a leading source of information on options and the markets and look forward to talking with our customers and prospects at the show about advances in the industry.”

To secure a meeting with OptionMetrics at EQD, email Eran Steinberg.

About OptionMetrics

Founded in 1999, OptionMetrics distributes its IvyDB historical options databases for U.S., Canada, Europe, Asia, Canada, and global indices to corporate and institutional subscribers, as well as top business schools worldwide. 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 OptionMetrics for extensive, high-quality data to construct and test options investment strategies, perform empirical research, and accurately assess risk. www.optionmetrics.com, LinkedIn, Twitter, Facebook.

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SOURCE: OptionMetrics

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PUB: 05/15/2019 01:17 PM/DISC: 05/15/2019 01:18 PM

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