OptionMetrics Enhances IvyDB Databases with Borrow Rates and Dividend Forecasts
Event summary
- OptionMetrics released IvyDB US 7.0 and IvyDB ETF 5.0, adding borrow rates and Woodseer Dividend Forecast data.
- Users can now choose between borrow rate calculations or legacy methods for options data.
- Implied index yields are provided in term structure format for improved accuracy.
- Dividend forecasts are automatically included alongside securities for dividend strategy assessments.
The big picture
OptionMetrics' upgrades to IvyDB US and IvyDB ETF reflect a broader industry trend towards more sophisticated data analytics in quantitative finance. The inclusion of borrow rates and dividend forecasts positions the company as a leader in providing high-quality, flexible options data for institutional investors and researchers. This move could influence how hedge funds and other quantitative researchers approach options and equities strategies.
What we're watching
- Data Flexibility
- How the inclusion of borrow rates will affect the precision of options valuations and strategies.
- Dividend Strategy Impact
- Whether the integration of Woodseer Dividend Forecast data will enhance dividend strategy assessments for quantitative finance professionals.
- Adoption Pace
- The pace at which institutional investors and researchers will adopt these enhanced datasets for more accurate securities and implied volatility metrics.
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