% ============================================================================= % Author: Simon-Pierre Boucher % Contact: contact@spboucher.ai % ============================================================================= % Preamble — packages, layout, typography, table/figure setup, custom macros. % Loaded by main.tex before the metadata block. % ============================================================================= % --- Encoding & Language --- \usepackage[utf8]{inputenc} \usepackage[T1]{fontenc} \usepackage[english]{babel} % --- Page Layout --- \usepackage[ letterpaper, top=1in, bottom=1in, left=1in, right=1in, headheight=15pt ]{geometry} \usepackage{setspace} \onehalfspacing % --- Typography --- \usepackage{newtxtext,newtxmath} \usepackage{microtype} % --- Math --- \usepackage{amsmath} \let\Bbbk\relax \usepackage{amssymb,amsfonts} \usepackage{mathtools} % --- Tables --- \usepackage{booktabs} \usepackage{tabularx} \usepackage{multirow} \usepackage{threeparttable} \usepackage{array} \usepackage{dcolumn} \newcolumntype{d}[1]{D{.}{.}{#1}} % --- Figures --- \usepackage{graphicx} \usepackage{float} \usepackage[ font = small, labelfont = bf, labelsep = period, skip = 6pt, justification = justified, singlelinecheck = false ]{caption} \usepackage{subcaption} % --- Lists --- \usepackage{enumitem} \setlist{nosep,leftmargin=*} % --- Colors & Links --- \usepackage[dvipsnames,table]{xcolor} \usepackage[bookmarks, bookmarksnumbered]{hyperref} \hypersetup{ colorlinks = true, linkcolor = NavyBlue, citecolor = NavyBlue, urlcolor = NavyBlue, pdfauthor = {Simon-Pierre Boucher}, pdftitle = {Options-Implied Information Content}, pdfsubject = {Working Paper WP7}, pdfkeywords = {option-implied information, realized volatility, HAR-RV, implied correlation, portfolio sorts, Granger causality} } \usepackage{cleveref} % --- Landscape & Rotation --- \usepackage{pdflscape} % --- Bibliography (BibTeX via natbib) --- \usepackage{natbib} \setcitestyle{authoryear,round,semicolon} \bibliographystyle{apalike} % --- Headers & Footers --- \usepackage{fancyhdr} \pagestyle{fancy} \fancyhf{} \fancyhead[L]{\small\itshape Options-Implied Information Content} \fancyhead[R]{\small\thepage} \renewcommand{\headrulewidth}{0.4pt} \renewcommand{\footrulewidth}{0pt} \fancypagestyle{plain}{% \fancyhf{} \fancyfoot[C]{\small\thepage} \renewcommand{\headrulewidth}{0pt} } % --- Section Formatting --- \usepackage{titlesec} \titleformat{\section}{\large\bfseries}{\thesection.}{0.5em}{} \titleformat{\subsection}{\normalsize\bfseries}{\thesubsection.}{0.5em}{} \titleformat{\subsubsection}{\normalsize\itshape}{\thesubsubsection.}{0.5em}{} \titlespacing*{\section}{0pt}{18pt}{8pt} \titlespacing*{\subsection}{0pt}{12pt}{4pt} \titlespacing*{\subsubsection}{0pt}{10pt}{3pt} % --- Footnotes --- \usepackage[bottom,hang]{footmisc} \setlength{\footnotemargin}{0.5em} % --- Appendix --- \usepackage[title]{appendix} \usepackage{apptools} \AtAppendix{% \renewcommand{\thetable}{A\arabic{table}}% \setcounter{table}{0}% \renewcommand{\thefigure}{A\arabic{figure}}% \setcounter{figure}{0}% \renewcommand{\theequation}{A.\arabic{equation}}% \setcounter{equation}{0}% } % --- Custom Commands --- \newcommand{\sym}[1]{\ensuremath{^{#1}}} \newcommand{\ie}{\textit{i.e.}} \newcommand{\eg}{\textit{e.g.}}