Garrett DeSimone, PhD

About the Author

Garrett DeSimone, PhD is head quant at OptionMetrics, an options database and analytics provider for institutional and retail investors and academic researchers that has covered every U.S. strike and expiration option on over 10,000 underlying stocks and indices since 1996.

Market Analysis

Inflation, Treasury Volatility, And Growth Stocks At Risk

Garrett DeSimone, PhD
June 4, 2021
Anxieties regarding longer-term inflation have entered the spotlight. The Fed’s easy-money policies and government stimulus spending had juiced growth and momentum into an epic bull run over the last year. However, these equity factors now face substantial risks from bond market volatility.
Market Analysis

Is The Straddle Past Prime For Micron Technology?

Garrett DeSimone, PhD
January 6, 2021
An analysis on Micron Technology (MU) earnings shows that short, dated straddles were highly profitable up until Q4 2019, after which these trades started experiencing significant losses. This is due to the realized underlying stock return post-earnings falling short of the market expectations.