LONDON & NEW YORK--(BUSINESS WIRE)--OptionMetrics, an options database and analytics provider for institutional investors and academic researchers worldwide, is announcing it will sponsor and exhibit at BattleFin Discovery Day London, September 26-27. With the conference’s focus on unlocking the power of alternative data to find alpha, OptionMetrics with showcase its full line of historical equity and futures options and implied volatility data.
OptionMetrics will be demonstrating:
- IvyDB US, comprehensive US options data, covering 10,000+ underlying stocks and indices from 1996 onward, 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, performing sophisticated research in their respective markets
- 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
- 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 models, test trading strategies, and perform empirical and econometric research
- Real-time Dividend Forecast Data from OptionMetrics’ acquisition of Woodseer, with algorithm+analyst methodology and human and machine intelligence, to backtest dividend strategies, anticipate portfolio income.
“As the volume, complexity and speed of financial markets grows, options can offer profound insights on stock market sentiment, earnings and volatility expectations, and geopolitical, regulatory and other event risk,” said OptionMetrics CEO David Hait, Ph.D. “We look forward to connecting with alpha-seekers, risk managers, investment fund managers and others at BattleFin London to discuss these rapidly involving landscapes and how high-quality historical data offers essential trading and risk management insights.”
Contact William Ko to schedule an appointment with 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