Head of Quantitative Research,
Garrett DeSimone is the head of quantitative research at OptionMetrics, LLC. DeSimone graduated with his PhD in financial economics from the University of Delaware, where he served as an adjunct lecturer in finance and economics. He earned a MS in economics and applied econometrics from the University of Delaware, and a BS in mathematics from the University of Maryland-Baltimore County.
The concept of negative dealer gamma has gained notoriety as the grim reaper of returns in index equity markets, states Garrett DeSimone of OptionMetrics.
Inflationary pressures and subsequent hawkish Federal commentary have led to bloodshed in the bond market, with treasuries posting their worst quarter since 1980, states Garrett DeSimone of OptionMetrics.
Inflation anxieties continue to remain at the top of bond investors’ minds. The Consumer Price Index (CPI) clocked a multiyear of record of 6.2% on November 10, spurring a rise in yields, states Garrett DeSimone of OptionMetrics.