#DividendForecast--OptionMetrics, an options database and analytics provider for institutional investors and academic researchers worldwide, is sponsoring and exhibiting at Neudata’s New York Winter...
OptionMetrics meeting with institutional investors on increasing alpha and managing risk
NEW YORK: #DividendForecast--OptionMetrics, an options database and analytics provider for institutional investors and academic researchers worldwide, is sponsoring and exhibiting at Neudata’s New York Winter Data Summit on December 7 at 225 Liberty Street, New York, NY. The conference brings together asset managers, hedge funds, and others to evaluate alternative data for enhancing research, investment management and quantitative analysis. OptionMetrics will showcase its historical equity and futures options and implied volatility data.
“With market makers, institutional investors, and traders continually seeking an edge, interest in alternative data is growing,” said OptionMetrics CEO David Hait, Ph.D. “We specialize in providing the highest quality, most comprehensive, global options and futures options data, at OptionMetrics, to help institutional investors to assess market sentiment, hedging opportunities, innovative strategies, and risk. We look forward to discussing the ways options and futures data can be used at the New York Winter Data Summit.”
OptionMetrics will be demonstrating:
Contact William Ko to schedule an appointment with OptionMetrics.
About OptionMetrics
With 20+ years as the premier provider of historical options and implied volatility data, OptionMetrics distributes its IvyDB options, futures, beta, and dividend forecast databases to leading portfolio managers, traders, quantitative researchers at 300+ corporate and academic institutions worldwide to construct and test investment strategies, perform empirical research, and assess risk. www.optionmetrics.com, LinkedIn, Twitter
Contacts Hilary McCarthy
Clearpoint Agency
774.364.1440
Hilary@clearpointagency.com
Fonte: Business Wire
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