OptionMetrics Head of Quantitative Research Speaking on Earnings Expectations at BattleFin Discovery Day Miami

Provider of research-grade data on global equities, futures options, ETFs meeting with financial professionals on assessing equities & earnings expectations, investment strategies, risk, with growing, informative nature of options

OptionMetrics, an options database and analytics provider for institutional investors and academic researchers worldwide, is exhibiting at BattleFin Discovery Day Miami, January 22-24. OptionMetrics Head Quant Garrett DeSimone will be speaking on Data Mosaic: Earnings on how alt data can refine earnings expectations, on January 23 at 10:30 a.m.

OptionMetrics representatives will meet with asset, portfolio, and investment fund professionals about historical options and futures data in assessing financial strategies and risk in today’s increasingly complex global markets.

Options trading increased more than 10.5% from 2023 to 2024, with over 12.2 billion contracts in 2024 (The Options Clearing Corporation). Equity options increased by about 16%, index options 8.9%, futures options 7.7%, and ETF options 4%.

“The options market holds a wealth of information – from market sentiment, to expected or implied volatility, unusual options activity, and hedging opportunities, for equities, ETFs, commodities and markets overall,” says CEO David Hait, Ph.D. “We look forward to talking with financial professionals about assessing signals with historical options and futures data.”

OptionMetrics captures daily high, low, closing prices; interest rates, dividend, corporate action information, and accurate calculations on options, equities, futures, ETFs for financial and academic researchers worldwide to assess risk and examine strategies to generate alpha. It will showcase its:

• “Gold standard” US historical options data, with IvyDB US, and international options datasets, IvyDB Europe, IvyDB Canada, IvyDB Asia, and IvyDB ETF.
• Historical future options price data and volatility surface calculations for US futures markets, with IvyDB Futures.
• Forward-looking dividend projections for single-name US securities based on options data, with IvyDB Implied Dividend.
• Option implied betas and correlations for constituents of the SPY for a more timely market adjusted view of systematic risk, with IvyDB Beta.
• Intraday data on option trading volume, assigned as buyer-initiated or seller-initiated, for insights into market order flows, participant activity, directional trading strategies, with IvyDB Signed Volume.
• Woodseer Dividend Forecast Data with GenAI, with algorithm+analyst+ai methodology for trading, back-testing dividend strategies, risk management, and anticipating portfolio income.

Contact William Ko for an appointment with OptionMetrics.

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