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features
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support

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Write a Review

Description

Clients and trial users utilizing CubitBlack as a standalone platform have expressed a desire for us to illustrate the process of constructing strategies and modeling investment portfolios. Within our risk-managed setting, users have access to the market's log returns, conditional and rolling volatility, as well as a five-day forecast generated through the auto-regressive model. The training data spans from 2007 to 2014, while the subsequent testing data aids in enhancing our understanding and predictions of market volatility. By incorporating statistics from VIX front month futures, we are able to produce hybrid conditional volatility for our simulations. These simulations effectively illustrate the anticipated profit and loss distributions, utilizing Value at Risk (VaR) metrics. With a solid grasp of the market’s variance risk and its volatility predictions, we can further explore potential opportunities across various sectors, industries, and individual securities. This comprehensive analysis empowers investors to make more informed decisions based on robust data and forecasts.

Description

OptionMetrics has established itself as a leading source of in-depth historical options and implied volatility data, catering to institutional investors and academic entities globally for more than 20 years. Over its two decades of operation, OptionMetrics has provided its IvyDB databases, which cover options, futures, and dividend forecasts, to over 300 prestigious corporate and educational clients, including portfolio managers, traders, and quantitative analysts, enabling them to develop, evaluate, and fine-tune their investment strategies while conducting empirical research and managing risk effectively. By leveraging comprehensive options data, users can analyze market conditions, devise, validate, and implement strategies for options and derivatives, leading to more informed and strategic investment choices. Additionally, rigorous monitoring of risk exposure and market trends empowers investors to refine their strategies, ultimately enhancing their potential for profitable outcomes through the utilization of high-quality options data. This commitment to excellence has solidified OptionMetrics’ reputation as an essential tool for those looking to navigate the complexities of financial markets.

API Access

Has API

API Access

Has API

Screenshots View All

Screenshots View All

Integrations

No details available.

Integrations

No details available.

Pricing Details

No price information available.
Free Trial
Free Version

Pricing Details

No price information available.
Free Trial
Free Version

Deployment

Web-Based
On-Premises
iPhone App
iPad App
Android App
Windows
Mac
Linux
Chromebook

Deployment

Web-Based
On-Premises
iPhone App
iPad App
Android App
Windows
Mac
Linux
Chromebook

Customer Support

Business Hours
Live Rep (24/7)
Online Support

Customer Support

Business Hours
Live Rep (24/7)
Online Support

Types of Training

Training Docs
Webinars
Live Training (Online)
In Person

Types of Training

Training Docs
Webinars
Live Training (Online)
In Person

Vendor Details

Company Name

Synertree CMS

Founded

2016

Country

Canada

Website

synertree.io/portfolios-management-cubitblack/

Vendor Details

Company Name

OptionMetrics

Founded

1999

Country

United States

Website

optionmetrics.com

Product Features

Algorithmic Trading

2-Click Trading
Analyst on Demand
Auto Fibs
Auto Trend Lines
Backtesting
Basket Trading
Drawing Tools
Pattern Tools
Stock Screener
Trading From Charts

Stock Portfolio Management

Billing & Invoicing
Client Management
Data Warehousing
For Investment Advisors
For Traders
Order Management
Portfolio Accounting
Portfolio Rebalancing
Risk Management
Tax Management
Technical Analysis
Wash Sale Detection

Product Features

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Alternatives

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