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° e-con-o-met-rics [i-kon'-e-met'-riks] noun.
The application of mathematical and statistical techniques to economic and financial market analysis. See OptionMetrics.
OptionMetrics was founded in 1999 as a financial research and consulting firm specializing in econometric analysis of the options markets.
Today we have become the premier provider of high-end options research data and analyses to institutional options investors. We offer
unique solutions to our clients in the financial services industry by leveraging our core expertise in the options markets, econometrics,
and technology.
One of our first major customers was Bear Stearns (now JPMorgan Chase) in 2002, and since then our customer base has grown
to over 200 institutional subscribers who demanded the best in historical options data and analytics. These include most major banks,
a variety of hedge funds, proprietary trading groups, market makers, universities, big accounting firms, investment management firms,
and others.
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David J. Hait, Ph.D., the founder and president of OptionMetrics, is a financial economist with over 10 years
of experience in applied quantitative derivative research and technology. Dr. Hait founded OptionMetrics to fulfill
a major need in the financial marketplace for accurate and reliable data and services for the econometric analysis
of the options markets.
A former Vice President in the Fixed Income Research Group at Paine Webber, Dr. Hait has consulted for the
Equity Derivatives Research Group at Morgan Stanley and the Derivatives Technology group at J. P. Morgan.
Additionally, he has taught courses on derivatives at J. P. Morgan.
Dr. Hait received his Ph.D. in Finance from New York University’s Stern School of Business, where he is an Adjunct
Professor at the Stern School of Business and Courant Institute of Mathematics. Dr. Hait also received an MS in
Computer Science from University of California at Berkeley and a BSE in Computer Engineering from the
University of Pennsylvania.
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