Asym 500 is a New York-based research firm that publishes original research about the equity index options and volatility markets. Rocky Fishman founded Asym 500 in 2023. The content has a mix of systematic, tactical, and fund flow perspectives. Asym 500 publishes 3-4 research notes every month and distributes them to subscribers via email, the asym500.com site, and the Bloomberg terminal. Subscribers include asset managers, hedge funds, and pension funds. The name Asym 500 comes from the common pursuit of asymmetric return profiles in option markets, and the centrality of the S&P 500 to the equity derivatives market.
Rocky Fishman, CFA, founded Asym 500 after 13 years as a sell-side research analyst covering equity derivative markets. Rocky was head of index derivatives strategy at Goldman Sachs from 2017 to 2023, and an equity derivatives strategist at Deutsche Bank from 2009 to 2017. Prior to his time on the sell side, Rocky worked on the buy side at Goldman Sachs Asset Management and at Platinum Grove Asset Management. Rocky's work has been covered extensively in financial media, and he has presented at several industry conferences. Rocky holds BA and MS degrees in Computer Science from Harvard University, and an MBA from Columbia Business School. He lives in New York City with his wife and four children.