OptionMetrics Head Quant Garrett DeSimone Speaking on Extracting Alpha from Options-Implied Yields at Global EQD Las Vegas

Alongside heightened market volatility, shifting dynamics, options data provider to highlight uncovering alpha, informing portfolio strategy at Derivatives Conference

OptionMetrics, the leading historical options data and analytics provider for institutional investors and academic researchers worldwide, is announcing its Head of Quantitative Research Garrett DeSimone, Ph.D. will speak about “The Dividend Valuation Gap — Extracting Alpha from Options-Implied Yields” on Wednesday, May 20 at 5 p.m.at Global EQD 2026. OptionMetrics is also exhibiting at the conference, May 20 – 21.

DeSimone 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.

Experts from OptionMetrics will also meet with attendees at EQD on innovations in leveraging options data in portfolio strategies.