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7th Annual Research Conference (ORC2018), October 15, Fordham University, Lincoln Center Campus, New York City

August 11, 2018 By admin

OptionMetrics, 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: [email protected]. 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.”

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