OptionMetrics will showcase its IvyDB Asia database, with 500+ optionable securities (equities and indices) from all major Asian-Pacific exchanges (including Hong Kong, Japan, Taiwan, Korea, and Australia) for most securities and used by over 300 institutions. The company will show how this, and its other historical options databases for U.S., Canada, Europe, and global indices, can be used in helping to construct investment strategies, assisting with empirical research, and assessing risk.
The fourth annual Asia EQD gathering will cover the evolution of systematic investing featuring the latest strategies, portfolio construction techniques, and innovations across asset classes and markets locally and globally.
“With the growth in options trading in Asia, options are increasingly being used to develop volatility and gamma-sensitive strategies, and shape risk and return profiles in everything from hedge funds and investment portfolios to pension plans,” said OptionMetrics CEO David Hait, Ph.D. “As the most comprehensive provider of options data, we are happy to be a leading source, and one of the few providers with options data for Asia Pacific. We look forward to meeting with customers and prospects at the show.”
To secure a meeting with OptionMetrics at EQD, email Laura Toppi.
OptionMetrics, now celebrating its 20th year 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 6,000 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, LinkedIn, Twitter, Facebook.