New York - OptionMetrics, a provider of historical option price data, tools and analytics, has announced that its IvyDB Europe options database is currently available to academia through Wharton Research Data Services (WRDS), a data research platform and business intelligence tool, giving users a single, location to access over 200 terabytes of data across accounting, banking, economics, finance, and other disciplines.
Users of WRDS will now be able to access OptionMetrics' IvyDB Europe which covers historical data and daily updates since Jan 2002, with over 900 optionable securities from UK, French, German, Swiss, Netherlands, Belgium, Spanish and Italian exchanges. Over 300 corporate and institutional subscribers worldwide, and over half of the top 50 business schools in the world use OptionMetrics' data. OptionMetrics' IvyDB US is also available through WRDS.
"I have been using OptionMetrics data for about 10 years. I have always been impressed with the superior quality of the data. The fact that OptionMetrics provides all the input variables that I need for my models greatly increases my research productivity," said Professor Peter Christoffersen, Rotman School of Management, University of Toronto, who also used OptionMetrics through WRDS for his most recent research on Option Valuation with Observable Volatility and Jump Dynamics.
"At OptionMetrics our goal is to provide the highest quality data to make it easy for people to analyze risk and volatility in the markets. As one of the few providers to also offer options data for international markets, with European, Asian, Canadian, and Global indices available, in addition to the U.S., we are happy to announce this partnership with WRDS to now make it even easier to access our European database," said David Hait, President of OptionMetrics.