OptionMetrics, a prominent provider of research-grade data on global equities, futures options, and dividend forecasts, is set to participate in the highly anticipated Quant Strats London event on 8 October 2024. The event will take place at Convene, located at 22 Bishopsgate, and will gather quantitative finance professionals eager to explore innovative strategies for generating alpha in an unpredictable market.
Abhinav Gupta, a quantitative researcher at OptionMetrics, will deliver a keynote presentation titled “Accessing the Power of Implied Dividends” at 10:20 a.m., providing insights into how sophisticated data analysis can enhance investment strategies. Representatives from OptionMetrics are excited to engage with asset managers, investment funds, and both buy-side and sell-side professionals to discuss the pivotal role that data on the options and futures markets, dividend forecasting, and implied betas play in navigating today’s complex financial landscape.
As a leader in providing historical options, implied volatility, futures, and exchange-traded fund (ETF) data, OptionMetrics will showcase its suite of products, which are relied upon by top-tier financial institutions and academic researchers globally. Among the offerings are:
- IvyDB US: Renowned as the “gold standard” in historical options data.
- IvyDB Europe, IvyDB Canada, IvyDB Asia, and IvyDB ETF: Comprehensive options data tailored for assessing financial strategies across various global markets.
- New IvyDB Implied Dividend: A cutting-edge product that utilises options pricing data to deliver forward-looking dividend projections for US single-name securities, extending two years into the future.
- IvyDB Beta: This feature provides option implied betas and correlations for SPY constituents, offering a real-time market-adjusted view of systematic risk compared to traditional historical betas.
- IvyDB Futures: Offering high-quality historical futures options price data and volatility surface calculations for the US futures markets, essential for evaluating risk and testing trading strategies.
- IvyDB Signed Volume: Delivers intraday data on detailed options trading volume, allowing insights into options market order flows and participant activity.
- Real-time Woodseer Dividend Forecast Data with GenAI: This innovative tool employs a blend of algorithms, analyst insights, and AI methodologies for trading, back-testing dividend strategies, and anticipating portfolio income.
David Hait, Ph.D., CEO of OptionMetrics, emphasised the importance of high-quality data in current market conditions, stating, “With upcoming elections in the US and around the world, geopolitical tensions, and overall economic uncertainty, having access to high-quality data is critical to assess investor sentiment, construct portfolios, analyse risk, and unlock alpha. For 25 years, we have been focused on providing the highest quality data to help quantitative and risk management professionals do just that.”
OptionMetrics is keen to connect with attendees at Quant Strats London, discussing their data needs and exploring how the company’s advanced solutions can support their investment strategies. For those interested in arranging an appointment with OptionMetrics, William Ko is available for contact.
