With 20+ years as the premier provider of historical options and implied volatility data, OptionMetrics distributes its IvyDB options, futures, and dividend forecast databases to leading portfolio managers, traders, quantitative researchers at 300+ corporate and academic institutions worldwide. Its data is used to construct and test investment strategies, perform empirical research, and assess risk.
Brett Friedman, Winhall Risk Analytics/OptionMetrics Contributor takes a look at options data for insights on Bitcoin. Is it in a potential bubble?
Investors are anticipating which sectors might be most affected by the Trump administration. Brett Friedman, Winhall Risk Analytics/OptionMetrics Contributor takes a look at options data and implied volatility...
Germany's economic landscape stands at a critical juncture. Head Quant at OptionMetrics, Garrett DeSimone, looks at the DAX Performance Index and Variance Risk Premium as a measure of volatility risk for...
Since presidential elections can bring widespread changes to economic policy, regulations, and spending, the consensus is that the financial markets will react accordingly, and often significantly. But...
Continuous futures price series are often used in backtesting, trading strategies, portfolio risk and trading limits assessment. But these series can also vary between sources and cause misleading analysis...
So far, Verizon Communications (VZ) stock has consistently traded at a premium to realized yields (in a stark contrast to typical patterns). What is the options market indicating when it comes to potential...
Similar to the VIX index, crude oil, gold, and copper implied volatility can act as an uncertainty or fear index. Learn more, in this article from Brett Friedman, Winhall Risk Analytics, OptionMetrics...
How do investors price dividend uncertainty, known as the dividend risk premium, into equities and ETFs? The options market can often provide valuable information on sentiment for, and potential movement...
We take a look back at the single biggest daily increase of the VIX, commonly known as Volmageddon.
Looking back over the past 25 years in risk management and trading, I recently considered which market-related event had the most influence on me. 25 years is a long time, and we have seen 09/11, the Gulf...
