OptionMetrics Sponsoring, Exhibiting at Quant Strats 2022
Options database and analytics provider showcases quality, breadth, depth of historical options data in constructing and backtesting financial strategies, assessing risk
LONDON–(BUSINESS WIRE)–#OptionMetrics—OptionMetrics, an options database and analytics provider for institutional investors and academic researchers worldwide, is announcing it is sponsoring and exhibiting at Quant Strats on October 13, 2022 at Park Plaza Victoria, London.
OptionMetrics will be showcasing its historical options and futures data, currently used by 300+ corporate and academic institutions worldwide to construct and test investment strategies, perform empirical research, and assess risk, including OptionMetrics IvyDB products for:
- U.S. options, with data on over 10,000 underlying stocks and indices from 1996 onward.
- Europe, Asia-Pacific, and Canada options.
- Futures, with data on most liquid optionable futures in agriculture, currency, energy, equity, interest rate, and metals from major U.S. futures exchanges.
- Signed Volume, with data on option trading volume, order flows, and institutional and retail trading activity.
“Options are more informative than ever about markets, volatility, and finance. We are proud to be leveraged as the gold standard by many in academia and leading institutional investors, hedge funds, and risk managers to assess alpha and analyze risk,” said CEO David Hait, Ph.D. “We remain committed to addressing their global needs for quality, historical options data, and look forward to meeting with quantitative professionals on this evolving industry.”
Quant Strats 2022, previously AI and Data Science in Trading, brings together hedge funds, asset managers, and investment banks on applying model-based, quantitative investment strategies, and dynamic risk management for increased returns.
OptionMetrics will be at booth #C1 at #QuantStrats. Contact William Ko to schedule an appointment at the show.
Contacts
Hilary McCarthy
Clearpoint Agency
774.364.1440
[email protected]
