OptionMetrics, a historical options database and analytics provider for institutional investors and academic researchers worldwide, has announced availability of IvyDB US – Intraday. This new dataset ...

Although intraday volatility has been studied extensively for many asset classes, there are still important questions to be answered: Is the unconditional mean diurnal profile time-invariant? Does ...

Hedge funds, institutional investors, academic researchers now have access to gold standard in options data available intraday, to quickly assess risk and trading strategies, alongside increasing ...