Volos

🚨New Quiver Product Alert🚨 Quiver Quantitative is working on a new options research product in partnership with Volos, powered by their robust backtesting engine. It will be catered towards registered investment advisors & wealth managers who implement options into their clients’ investment strategies. We are offering a limited number of spots for our beta waitlist. To learn more & join the waitlist, please fill out this form: https://lnkd.in/e7TXpk3A or contact me at david@quiverquant.com #options #stocks #finance #data #quiverquant

This week, Volos had the privilege of participating in the Nasdaq Closing Bell ceremony, to celebrate the listing of the ProShares Nasdaq-100 High Income ETF ($IQQQ), which tracks the performance of the Nasdaq-100 Daily Covered Call Index. Through partnership with Nasdaq, Volos provides calculation services for this innovative #options strategy Index. We extend our deepest gratitude to Nasdaq, ProShares, and the other partners who have been part of this journey – here's to more successes! #Nasdaq-100 #NDX #Options #ETFs #Innovation #ProShares #IQQQ

Volos allows you to build and backtest options strategies in an intuitive, no-code environment. Earlier this month, OptionMetrics and Volos published research highlighting the strong performance of an active covered calls strategy utilizing OptionMetrics Implied Beta dataset. To validate the strategy, OptionMetrics and Volos utilized Volos’ Strategy Engine (a state-of-the-art options strategy and index development platform) to transform Implied Beta data into an active trading signal and backtest novel strategies that dynamically selected strike prices on Magnificent Seven constituents. Volos works directly with asset managers to historically model strategies that utilize their own proprietary signals as well as with data providers to validate the efficacy behind their offering. Reach out directly to Jeffrey Corrado to learn more about Volos’ Strategy Engine. #options #volatility #magnificent7 #magnificentseven #coveredcalls #JEPI #JEPQ #QYLD #TSLY https://lnkd.in/dgWANpSG

We had the chance to collaborate with Garrett DeSimone, Ph.D. and showcase Volos Strategy Engine's robust backtesting capability utilizing OptionMetrics Implied Beta dataset (https://lnkd.in/eVjjrFGH). It produced fascinating results. TL:DR - Implied Beta can be utilized as a tactical trading signal through it's ability to better assess the forward idiosyncratic risk of a stock against the market. Garrett and I tested this by dynamically selecting options on Magnificent Seven stocks and were able to produce compelling results against a traditional historical beta value. Please reach out to me directly at jeff.corrado@volossoftware.com to discuss the analysis or Volos software. You can also reach out to gdesimone@optionmetrics.com if you're interested in learning more about their Implied Beta offering. What is Implied Beta? A mathematical approach exists to infer a index constituent's Beta using options pricing versus the traditional approach to using historical price action. I find Implied Beta interesting for three reasons - (1) It uses current data versus historical, (2) Implied Beta can be calculated using different terms (i.e. using 10-Day options to calculate forward 10-Day Implied Beta versus 30-Day options) which will price in important idiosyncratic events like a stocks earnings, and (3) Implied Beta can have high fluctuations when compared with historical beta, which allows for more timely risk management. https://lnkd.in/e5emFbDm

This week, Volos had the privilege of participating in the Nasdaq Closing Bell ceremony, to celebrate the listing of the ProShares Nasdaq-100 High Income ETF ($IQQQ), which tracks the performance of the Nasdaq-100 Daily Covered Call Index. Through partnership with Nasdaq, Volos provides calculation services for this innovative #options strategy Index. We extend our deepest gratitude to Nasdaq, ProShares, and the other partners who have been part of this journey – here's to more successes! #Nasdaq-100 #NDX #Options #ETFs #Innovation #ProShares #IQQQ