Now, more than ever, investors are wondering how to combat volatility through strategic methodologies. As such, OptionMetrics, an options database and analytics provider for international institutional investors and academic researchers, will host its 8th Annual OptionMetrics Research Conference (ORC2019) on Monday, October 28, at Fordham University, Lincoln Center Campus, New York City.

ORC2019 will assemble OptionMetrics clients and researchers from the buy-side and sell-side, as well as academia, to present and discuss their work. Original research papers and case studies that incorporate OptionMetrics data are welcomed for submission. Major areas of interest include, but are not limited to:

  • Portfolio derivative strategy
  • Alternative risk premia
  • Empirical option research
  • Option market micro-structure
  • Volatility outlook
  • Machine learning in volatility investing

Those interested in presenting papers, can submit a 100-300 word abstract here. Authors of selected papers will be asked to submit a full version of their paper no later than October 14, 2019.

“Each year we are thrilled to see the quality research and fascinating case studies submitted to present at ORC,” says OptionMetrics CEO David Hait, Ph.D. “From the role of machine learning in volatility investing, to best practices for options data in derivative investing, to option market micro-structure strategies, to empirical option research—it’s exciting to hear how our historic options data and analytics are used daily to successfully analyze so many vast aspects of the markets around the world.”

Seeking Smart Beta Bonds During Volatility

As new methodologies are developed to navigate this challenging market landscape, the default maneuver in today’s volatile markets is seeking safe-haven assets, such as bonds.

However, investors can also get the smart beta strategies via fixed-income ETFs. The Invesco Multi-Factor Defensive Core Fixed Income ETF (CBOE: IMFD) and the Invesco Multi-Factor Income ETF (CBOE: IMFI) are recent additions to the issuer’s lineup of multi-factor bond ETFs. Both new ETFs track in-house indexes.

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