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Quandl Data Conference (QDC2020) on January 23, 2020 in New York City, Europe EQD January 27 – 29, 2020 in Barcelona

January 13, 2020 By admin Leave a Comment

OptionMetrics to Discuss Significance of Treasury Volatility

OptionMetrics, an options database and analytics provider for international institutional investors and academic researchers, is exhibiting at the Quandl Data Conference (QDC2020) on January 23, 2020 in New York City as a Bronze sponsor. It is also exhibiting as a Gold sponsor at Europe EQD January 27 – 29, 2020 in Barcelona where OptionMetrics Head Quant Garrett DeSimone will present on “Treasury Vol as an Equity Risk Factor” on January 28 at 3:10 p.m.

“Volatility in treasury options captures fundamental uncertainty in the economy,” says DeSimone, regarding his upcoming presentation. “Using this idea, I select a portfolio that isolates this treasury risk in equities. This new risk factor benefits from a positive alpha and is uncorrelated with other typical risk factors.”

OptionMetrics will showcase its IvyDB US options data, the industry standard for comprehensive historical option pricing, with clean, reliable historical data on over 10,000 underlying stocks and indices for every day since January 1996, and its other historical options databases for Asia, Canada, Europe, and global indices. It will show how quants, hedge fund managers, and others can use these datasets to back-test trading strategies, evaluate risk models, and perform sophisticated research on derivatives trading.

QDC2020 draws together the best minds from top institutions around the world to discuss how to pinpoint signals buried in today’s flood of data. Europe EQD focuses on the latest approaches for asset managers, pension funds, sovereign wealth funds, insurers to invest across asset classes and markets and diversify portfolios. Europe EQD is the largest systematic investing forum for institutional investors in EMEA.

To secure a meeting with OptionMetrics at QDC2020 or EQD, or to receive an version of DeSimone’s “Treasury Vol as an Equity Risk Factor” presentation for after the conferences, email Laura Toppi.

About OptionMetrics:
OptionMetrics, with 20 years providing high-quality options databases and analytics, currently distributes its IvyDB historical options databases for U.S., Europe, Asia, Canada, and global indices to corporate and institutional subscribers, as well as top business schools worldwide. It has covered every U.S. strike and expiration option on over 10,000 underlying stocks and indices since 1996. Leading portfolio managers, equity options traders, and quantitative researchers rely on OptionMetrics for extensive, high-quality data to construct and test options investment strategies, perform empirical research, and accurately assess risk. www.optionmetrics.com

Filed Under: events Tagged With: EQD, QDC, Quandl Data Conference

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