OptionMetrics to Sponsor, Exhibit, Speak at Global EQDerivatives Las Vegas

Options database & analytics company to kick-off 20 years of
providing historical options data, as head of quantitative research
presents on treasury volatility and equity returns at conference

NEW YORK–(BUSINESS WIRE)–lt;a href="https://twitter.com/hashtag/GlobalEQD?src=hash" target="_blank"gt;#GlobalEQDlt;/agt;–OptionMetrics,
an options database and analytics provider for institutional investors
and academic researchers, will be exhibiting, and presenting as a Gold
Sponsor at Global
at Wynn Las Vegas on May 22-23, 2019.

Head of quantitative research for OptionMetrics, Garrett DeSimone, will
speak on the impact of Treasury Volatility for Equity Returns on
Thursday, May 23 at 11:30 a.m. DeSimone will demonstrate how Treasury
uncertainty measured by implied volatility from futures options
represents a standalone risk factor for equities.

OptionMetrics will also host the conference’s opening night cocktail
celebration on Wednesday, May 22 at 5:50 p.m. to kick off its 20th
anniversary, officially in June, as a leading financial data provider.

The fifth annual gathering will connect quant, volatility, machine
learning/alternative risk premia buysiders, asset owners and sellsiders
on cross-asset volatility and alternative risk premia on quantitative
investment strategies. OptionMetrics will demonstrate how its IvyDB
historical options databases
for U.S., Canada, Europe, Asia, and
global indices can be used in helping to construct options investment
strategies, assisting with empirical research, and assessing risk.

“With the growth of hedge funds, investment portfolios, pension plans,
and investors using options in their portfolios, and academia and
institutions increasingly leveraging options data in their research,
investors are using options in more sophisticated ways than ever
before,” said OptionMetrics
CEO David Hait, Ph.D.
“As the most
comprehensive provider of options data, we are happy to be a leading
source of information on options and the markets and look forward to
talking with our customers and prospects at the show about advances in
the industry.”

To secure a meeting with OptionMetrics at EQD, email Eran Steinberg.

About OptionMetrics

Founded in 1999, OptionMetrics
distributes its IvyDB historical options databases for U.S., Canada,
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 3,000 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,


Media Contact:
Hilary McCarthy
Clearpoint Agency

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