The zero-days-to-expiration option market

As part of the second Financial Econometrics Meets Machine Learning conference, Professor Federico M. Bandi, James Carey Endowed Professor in Business, Johns Hopkins University, will explore the opportunities of the zero-days-to-expiration option market.

Professor Bandi will inspect the opportunities this new market presents for both retail and institutional investors, alongside the challenges regulators face. The talk will cover how technological advancements—such as high-frequency trading and social media—are impacting price discovery, profitability, and stability in this rapidly expanding market.

The event will be held in english. Registration is compulsory at this link.

An aperitif will follow.