OptionMetrics Head Quant Garrett DeSimone Speaking on Extracting Alpha from Options-Implied Yields at Global EQD Las Vegas

Alongside heightened market volatility, shifting dynamics, options data provider to highlight uncovering alpha, informing portfolio strategy at Derivatives Conference

NEW YORK--(BUSINESS WIRE)--OptionMetrics, the leading historical options data and analytics provider for institutional investors and academic researchers worldwide, is announcing its Head of Quantitative Research Garrett DeSimone, Ph.D. will speak about “The Dividend Valuation Gap — Extracting Alpha from Options-Implied Yields” on Wednesday, May 20 at 5 p.m. at Global EQD 2026. OptionMetrics is also exhibiting at the conference, May 20 – 21.

"Today’s markets pose both increased challenges and opportunities for investors. Portfolio managers and traders are increasingly looking to the options market to gain an edge and move quickly,” says Eran Steinberg, OptionMetrics COO.
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DeSimone will examine how option-implied dividends often diverge from trailing realized payouts, and how company fundamentals, macroeconomic conditions, and institutional demand drive these dispersions across stocks. He will present a systematic strategy that exploits this Implied Dividend Gap to generate alpha while maintaining limited broad market exposure.

Experts from OptionMetrics will also meet with attendees at EQD on innovations in leveraging options data in portfolio strategies.

“From increased geopolitical and volatility risk to tighter liquidity, and reduced asset correlation predictability, today’s markets pose both increased challenges and opportunities for investors. Portfolio managers and traders are increasingly looking to the options market to gain an edge and move quickly,” says Eran Steinberg, OptionMetrics COO. “We look forward to speaking with attendees on the informative nature of options data in assessing alpha and risk.”

Known for providing the gold standard in historical options data, OptionMetrics will feature its:

Flagship historical options data for researching and backtesting derivatives trading strategies and evaluating risk, with IvyDB US
Intraday options data on US exchange-traded equity, 0DTE, and index options, with IvyDB US – Intraday
International options datasets, with IvyDB Europe, IvyDB Canada, IvyDB Asia
Forward-looking dividend projections for US securities, with IvyDB Implied Dividend and Woodseer Dividend Forecast Data
Historical options data on US-listed ETFs, with IvyDB ETF
US and European futures options data, with IvyDB Futures
Intraday data on options trading volume, market order flows, participant activity, and directional trading, with IvyDB Signed Volume

OptionMetrics Head of Quantitative Research Garrett DeSimone is regularly cited in publications on markets, trading strategies, and macroeconomics. He oversees OptionMetrics’ team of quantitative researchers. He graduated with his Ph.D. in Financial Economics from the University of Delaware, where he served as an adjunct lecturer in finance and economics.

Email William Ko to set up an appointment.