OptionMetrics head quant a featured speaker at Global EQD 2021, addressing options demand order flow and stock performance.
OptionMetrics Head Quant Garrett DeSimone Featured Speaker at Global EQD 2021
DeSimone will address options demand order flow and stock performance as OptionMetrics joins asset allocators, portfolio managers at renowned global investing forum as sponsor
May 21, 2021 09:05 AM Eastern Daylight Time
, an options database and analytics provider for institutional investors and academic researchers worldwide, will be sponsoring and speaking at the fifth annual
Global EQD 2021
, being held virtually May 26 – 27.
Head Quant at OptionMetrics Garrett DeSimone, Ph.D. will speak on
options demand order flow and stock performance
on Thursday, May 27 at 1:30p.m. PDT. Attendees will learn how option demand can offer predictive insights into underlying stock performance, with higher relative call buying outperforming higher put buying.
OptionMetrics will be showcasing its Signed Volume dataset of daily option market order flows and buy/sell pressure. It will also show
, historical end-of-day data on US exchange-traded equity and index options;
covering optionable securities from major European exchanges, and data for Asia, Canada, and Global Indices.
“With increased interest in volatility trading, hedging strategies, and the move to value, options trading strategies are on the rise. We look forward to conversations with money managers about the impact of directional trading, and other insights that can be gleaned from options, in evaluating opportunities and risks, at this premier event,” says
OptionMetrics CEO David Hait, Ph.D.
Over 300 institutions worldwide use OptionMetrics to back-test trading strategies and perform sophisticated research on derivatives trading.
Global EQD brings together top asset allocators and portfolio managers to discuss volatility trading in fragile markets, optimizing hedging strategies, rotation from growth to value, and sourcing alpha across asset classes.
With over 20 years as the premier provider of historical options and implied volatility data, OptionMetrics distributes its IvyDB databases to leading portfolio managers, traders, and quantitative researchers at corporate and academic institutions worldwide. Used to construct and test investment strategies, perform empirical research, and accurately assess risk, IvyDB provides comprehensive coverage of the equity, index, futures, and ETF options markets in the U.S., as well as Europe, Asia-Pacific, and Canada. Its IvyDB Futures offers settlement price data on 34 of the most liquid US futures, beginning as early as 2005, and includes underlying futures and futures option settlement prices.
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