The convention will raise awareness of how senior management from hedge funds and investment banks can maximize opportunities for artificial intelligence (AI) and opportunity records. OptionMetrics might demonstrate how its IvyDB historic options databases for the U.S., Canada, Europe, Asia, and global indices can help construct options funding techniques, support empirical research, and assess the threat.
With increasing interest in leveraging AI and information technological know-how to increase new trading techniques, OptionMetrics CEO David Hait, Ph.D., says his team is eager to percentage how alternative data is probably leveraged along those to offer more insight into markets.
“With the options market experiencing explosive growth, hedge fund, funding financial institution, and pension plan managers are increasingly looking to them to offer more perception into trading signals to get, probably, better returns without expanded danger,” stated Hait. “As the leading provider of ancient options facts, we look ahead to being part of the conversation on how these statistics may be leveraged alongside emerging technologies.” To cozy an assembly with OptionMetrics at AI & Data Science in Trading, email Eran Steinberg.
About OptionMetrics
Founded in 1999, OptionMetrics distributes its IvyDB historical alternatives databases for the U.S., Canada, Europe, Asia, Canada, and global indices to corporate and institutional subscribers and pinnacle commercial enterprise schools. It has covered each U.S. Strike and expiration option on over 3,000 underlying stocks and indices when considering 1996. Leading portfolio managers, equity options investors, and quantitative researchers depend on OptionMetrics for substantial, top-notch information to construct and look at alternative funding techniques, carry out empirical research, and appropriately determine danger.
