OptionMetrics, an options database and analytics provider for institutional and retail investors and academic researchers, is announcing Jared Woodard, Ph.D., global investment strategist, Bank of America Merrill Lynch, will keynote its 7th Annual Research Conference (ORC2018), Monday, October 15, Fordham University, New York City.
Woodard will offer insights on global asset allocation and key market trends based on current and historical macroeconomic data, global fund flows, and investor positioning.
Prior to Bank of America Merrill Lynch, Woodard was senior equity derivatives strategist, BGC Partners; CTA and principal, Clinamen Financial Group; founder/principal, Condor Options; and a frequent expert source on The Street, on television, and at industry events.
Original research to be presented at ORC2018 includes:
- International Volatility Arbitrage, Adriano Tosi, University of Zurich
- Default Risk & Option Returns, Aurelio Vasquez, ITAM; Xiao Xiao, Erasmus University Rotterdam
- Understanding Returns to Short Selling Using Option-Implied Stock Borrowing Fees, Dmitriy Muravyev, Ph.D., Boston College; Joshua Pollet, Ph.D.; Neil Pearson, Ph.D., University of Illinois
- Forecasting Market Index Volatility Using Ross-Recovered Distributions, Dominique Toupin, Marie-Hl¨ne Gagnon, Ph.D., Gabriel J. Power, Ph.D., Universit Laval
- Options Portfolio Selection, Paolo Guasoni, Ph.D., Boston University & Dublin City University; Eberhard Mayerhofer, Ph.D., University of Limerick
- The Contribution of Frictions to Expected Returns, Kazuhiro Hiraki, Queen Mary University of London; George Skiadopoulos, Ph.D., University of Piraeus & Queen Mary University of London
- Improved Forecasting of the Implied Volatility Surface, Xun Gong, Michel van der Wel, Ph.D., Dick van Dijk, Ph.D., Erasmus University Rotterdam
- What Information Does Risk Neutral Skewness Contain? Evidence from Momentum Crashes, Paul Borochin, Ph.D., CFA, University of Connecticut; Yanhui Zhao, Ph.D., University of Wisconsin-Whitewater
- Beta Instability Risk, Adrian Buss, Ph.D., INSEAD; Chukwuma Dim, Lorenzo Schonleber, Grigory Vilkov, Ph.D., Frankfurt School of Finance and Management
- Relative Pricing and Risk Premia in Equity Volatility Markets, Peter Van Tassel, Ph.D., Federal Reserve Bank of New York
OptionMetrics CEO David Hait, Ph.D., says, Were always eager to hear about brilliant ways researchers use OptionMetrics data to assess markets and investment strategies. We are particularly thrilled to welcome insights from Jared and our lineup of industry-leading international researchers at ORC2018 this year!
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Founded in 1999, OptionMetrics distributes its IvyDB historical options databases for U.S., Canada, Europe, Asia, and global indices to corporate and institutional subscribers, as well as top business schools worldwide. 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 OptionMetrics for extensive, high-quality data to construct and test options investment strategies, perform empirical research, and accurately assess risk. www.optionmetrics.com, LinkedIn, Twitter, Facebook