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<\/a>\nDeSimone will examine how option-implied dividends often diverge from trailing realized payouts, and how company fundamentals, macroeconomic conditions, and institutional demand drive these dispersions across stocks. He will present a systematic strategy that exploits this Implied Dividend Gap to generate alpha while maintaining limited broad market exposure.<\/p>
\nExperts from OptionMetrics<\/a> will also meet with attendees at EQD on innovations in leveraging options data in portfolio strategies.<\/p> \n\u201cFrom increased geopolitical and volatility risk to tighter liquidity, and reduced asset correlation predictability, today\u2019s markets pose both increased challenges and opportunities for investors. Portfolio managers and traders are increasingly looking to the options market to gain an edge and move quickly,\u201d says Eran Steinberg, OptionMetrics COO<\/a>. \u201cWe look forward to speaking with attendees on the informative nature of options data in assessing alpha and risk.\u201d<\/p> \nKnown for providing the gold standard in historical options data, OptionMetrics will feature its:<\/p> \nOptionMetrics Head of Quantitative Research Garrett DeSimone<\/a> is regularly cited in publications on markets, trading strategies, and macroeconomics. He oversees OptionMetrics\u2019 team of quantitative researchers. He graduated with his Ph.D. in Financial Economics from the University of Delaware, where he served as an adjunct lecturer in finance and economics.<\/p> \nEmail William Ko<\/b><\/a> to set up an appointment.<\/b><\/p>\n