OptionMetrics to Present Alpha Strategy Using Options-Implied Dividends at Global EQD
Event summary
- OptionMetrics Head of Quantitative Research Garrett DeSimone will speak on 'The Dividend Valuation Gap — Extracting Alpha from Options-Implied Yields' at Global EQD Las Vegas on May 20, 2026.
- OptionMetrics is exhibiting at the conference from May 20–21, showcasing its historical options data and analytics products.
- DeSimone will present a systematic strategy that exploits the divergence between option-implied dividends and realized payouts to generate alpha.
- OptionMetrics will highlight its IvyDB suite of products, including US, international, and intraday options data, as well as dividend projections.
The big picture
OptionMetrics' focus on options-implied dividends reflects a broader trend in quantitative finance where derivatives data is increasingly used to predict equity market movements. The strategy highlights the growing importance of alternative data sources in generating alpha amid heightened market volatility and reduced asset correlation predictability. The presentation at Global EQD underscores the demand for sophisticated tools that help investors navigate complex market dynamics.
What we're watching
- Strategy Validation
- How the systematic strategy exploiting the Implied Dividend Gap performs in varying market conditions.
- Market Adoption
- Whether institutional investors increase their reliance on options-implied yields for dividend forecasting.
- Data Innovation
- The pace at which OptionMetrics integrates forward-looking dividend projections into broader portfolio strategies.
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