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OptionMetrics Head Quant to Speak on Retail Trading, Option Demand at Europe EQD and Global EQD Conferences

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OptionMetrics, an options database and analytics provider for institutional investors and academic researchers worldwide, is announcing Head Quant Garrett DeSimone will speak about option demand at Europe EQD and Global EQD. OptionMetrics will sponsor both conferences, bringing together leading practitioners for substantive research presentations and panel sessions on the latest market views.

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From meme stock manias to the Nasdaq “whale,” while it’s evident options order flow influences underlying stock behavior, it’s less apparent which hedging indicators or greek exposures have predictive power for underlying stock returns. OptionMetrics Head Quant Garrett DeSimone, will speak at Europe EQD 2022 Barcelona on May 16-17 and Global EQD 2022 Las Vegas, May 25-26, on Demand for Option Order Delta. The measure of delta imbalance, referred to as DOOD, offers insights into informed trading and gamma hedging, as well as returns in underlying stock portfolio performance. This chart shows the cumulative returns of $1 invested in the SPX, high DOOD, low DOOD, and long/short (L/S) portfolio strategies. Both the high DOOD and L/S portfolio beat out SPX, posting a growth in wealth to $4.20 and $2.55, respectively. From a risk adjusted perspective, the long/short portfolio also displays a superior Sharpe of 1.08 versus 0.81 against the S&P 500 benchmark and carries a significant 3-Factor alpha of 0.0026 (14% annualized). For more information, visit www.optionmetrics.com. (Graphic: Business Wire)

  • OptionMetrics will exhibit at and sponsor Europe EQD 2022 Barcelona, May 16-17, 2022, and DeSimone will speak about Demand for Option Order Deltaon Tuesday, May 17 at 9:35 a.m. With mounting evidence that options order flow influences underlying stock behavior, DeSimone will propose a new options-based metric to estimate demand imbalance for delta by end-users of options.
  • OptionMetrics will be a QR Code sponsor and exhibitor at Global EQD 2022 Las Vegas, May 25-26, 2022, where DeSimone will also speak about option order delta on Thursday, May 26 at 10:55 a.m.

OptionMetrics will showcase its IvyDB US, with historical end-of-day data on U.S. exchange-traded equity and index options, and options data for Europe, Asia, Canada, and Global Indices. It will also leverage its IvyDB Futures historical option price data for the U.S. futures markets; Signed Volume on retail activity and directional buying, and IvyDB Borrow Rate to assess short-selling opportunities and risks.

“With increased volatility, mounting inflation, global uncertainty, and record levels of retail interest in options trading, these are definitely interesting times for investors. We look forward to meeting in person with global leaders in investing at these events to discuss the importance of assessing comprehensive, high-quality data in evaluating strategies and risk, especially in volatile times,” said OptionMetrics CEO David Hait, Ph.D.

Contact Salesteam@optionmetrics.com to set an appointment.

About OptionMetrics

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, 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, Facebook.

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