OptionMetrics Exhibiting at QuantMinds International, London
OptionMetrics Exhibiting at QuantMinds International, London
Professionals from the “gold standard in options data and analytics” will meet with quant finance attendees on strategies for assessing alpha, optimizing portfolios with insights from options market
NEW YORK--(BUSINESS WIRE)--OptionMetrics, the leading historical options data and analytics provider for institutional investors and academic researchers worldwide, is exhibiting at QuantMinds International, November 16-19, 2026 at the Intercontinental London.
“As the options market becomes an ever-richer source of market insight, options data is increasingly used to evaluate investments, understand portfolio risk, spot trading opportunities, and manage exposure," says Eran Steinberg, COO, OptionMetrics.
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Experts from OptionMetrics will meet with attendees on international growth in options market volumes, and how options data and analytics can provide insights into markets, volatility and trading strategies, as well as opportunities to reduce risk.
“As the options market continues to expand rapidly and becomes an ever-richer source of market insight, options data is increasingly used across finance to evaluate investments, understand portfolio risk, spot trading opportunities, build products and manage exposure. With buy- and sell-side professionals planning their strategies for the new year, we look forward to meeting with them to discuss how our data can strengthen their approach,” says Eran Steinberg, COO, OptionMetrics.
Quantitative professionals can learn more about OptionMetrics products including:
- Flagship US historical options data for researching and backtesting derivatives trading strategies and evaluating risk, with IvyDB US
- International options datasets, with IvyDB Europe, IvyDB Canada, IvyDB Asia
- Intraday data on options trading volume, buying and selling pressure, lot sizes, and whether a trade occurred at the bid, ask, or midpoint for every US option, with IvyDB TradeFlow
- Intraday options data on US exchange-traded equity, 0DTE, and index options, with IvyDB US – Intraday
- 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
QuantMinds International brings together senior international quant finance professionals and academia on cutting-edge quantitative research on derivatives pricing, volatility, risk, hedging, portfolio construction, AI and more.
Email William Ko to set up an appointment to meet with OptionMetrics at the conference.
Contacts
Media Contact:
Hilary McCarthy
774.364.1440
Hilary@clearpointagency.com
