OptionMetrics discusses the importance of treasury volatility at the Europe EQD in Barcelona after attending the Quandl Data Conference in New York

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NEW YORK – (BUSINESS WIRE) – January 13, 2020–

OptionMetrics, a provider of option databases and analyzes 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 represented as a gold sponsor at the Europe EQD January 27-29, 2020 in Barcelona, ​​where the head of OptionMetrics, Quant Garrett DeSimone, will give a lecture on "Treasury Vol. As a stock risk factor" on January 28 at 3:10 p.m.

"The volatility in Treasury bond options captures the fundamental uncertainty in the economy," DeSimone said of his upcoming presentation. “With this idea, I choose a portfolio that isolates this treasury risk into stocks. This new risk factor benefits from a positive alpha and is not correlated with other typical risk factors. "

OptionMetrics will unveil its IvyDB-US option data, the industry standard for comprehensive historical option prices, with clean, reliable historical data on over 10,000 underlying stocks and indices for each day since January 1996, as well as its other historical option databases for Asia, Canada and Europe and global indices. It shows how quants, hedge fund managers and others can use these data sets to test trading strategies in the backtest, to evaluate risk models and to carry out sophisticated studies on trading in derivatives.

QDC2020 brings together the best minds from the world's leading institutions to discuss how to locate the signals hidden in today's flood of data. Europe EQD focuses on the latest approaches for asset managers, pension funds, sovereign wealth funds and insurers to invest across asset classes and markets and to diversify portfolios. Europe EQD is the largest systematic investment forum for institutional investors in EMEA.

To secure a meeting with OptionMetrics at QDC2020 or EQD, or to receive a version of DeSimone's presentation “Treasury Vol. As a stock risk factor” for the period after the conferences, email Laura Toppi,

About OptionMetrics:

OptionMetricsThe company has provided high quality option databases and analysis for 20 years and is currently selling its historic IvyDB option databases for US, European, Asian, Canadian and global indices for corporate and institutional subscribers and for top business schools worldwide. Since 1996, all U.S. exercise and forfeit options for over 10,000 underlying stocks and indices have been covered. Leading portfolio managers, stock option traders and quantitative researchers rely on OptionMetrics to obtain comprehensive, high quality data and to test investment strategies for options and to achieve empirical results. Research and risk assessment. www.optionmetrics.com, LinkedIn. Twitter, Facebook,

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SOURCE: OptionMetrics

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PUB: 01/13/2020, 12:00 p.m. / DISC: 01/13/2020, 12:01 p.m.

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