Market Overview

OptionMetrics Announces 7th Annual Research Conference (ORC2018) in Fall, Opens Submissions for Paper Presentations


Conference scheduled for October 15, 2018; presentation abstracts
due August 24, 2018

an options database and analytics provider for institutional and retail
investors and academic researchers, will host its 7th
Annual Research Conference (ORC2018)
on Monday, October 15,
at Fordham University, Lincoln Center Campus, New York City
. Abstracts
to present papers or case studies
are due Friday, August 24. Tickets
for ORC2018 can be purchased online

ORC2018 assembles OptionMetrics users from academia and industry
to present and discuss their work. Original research papers and case
studies that incorporate OptionMetrics data are welcomed for submission.
Areas of interest include:

  • Empirical option pricing
  • Relationship of option prices to equity prices
  • Option investment strategy
  • Characteristics and dynamics of volatility
  • Econometric methods specific to option markets
  • Option market microstructure

Interested presenters may submit a 100-300 word abstract to:
Include name, affiliation, email address, and working title of paper. Authors
of selected papers will be asked to submit a full version of their paper
by October 1st, 2018.

"Every year we are amazed at the significant research and brilliant case
studies using OptionMetrics IvyDB
data products
," says OptionMetrics
CEO David Hait, Ph.D.
"Whether it's investigating the correlation of
option prices to the economy's health, or new approaches to option
investment strategies, we can't wait to hear the multitude of ways our
data, analytics and tools are being used around the world to analyze and
leverage historic options data."

About OptionMetrics:

provides extensive data, analytics and tools to help financial
professionals understand the options markets. Founded in 1999,
OptionMetrics distributes its IvyDB historical options databases for the
U.S., Canada, Europe, Asia, and global indices to corporate and
institutional subscribers worldwide, as well as top business schools in
the world. It has covered every U.S. strike and expiration option on
over 3,000 underlying stocks and indices since 1996. Leading portfolio
managers, equity options traders, and quantitative researchers rely on
IvyDB's extensive and high-quality data to construct and test options
investment strategies, perform empirical research on option prices, and
accurately assess risk. Find more information about OptionMetrics and
its products at
or on LinkedIn,
and Facebook.

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