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UQO Working Paper No. 7 — Options-implied information for cross-asset return and volatility prediction: evidence from 3.8B option contracts.

WP7 — The Options Implied Information Content for Cross Asset Return and Volatility Prediction Evidence from 3.8 Billion Option Contracts UQO Working Paper No. 7 8250df?style=flat square) success?style=flat square) Key f…

…Dépendances (front + serveur) 0 Lignes de code totales 4 805 (dont 1 564 pour l'Options Lab) — moteur de rendu ( ) 867 — application ( ) 688 — renderers ( ) 348 — transformations ( ) 208 — client API ( ) 185 — indicateur…

…ment) 558,814 Lake size (zstd Parquet) 350 GB (raw archives deleted on the fly) Options quarters 66 / 66 (2010 q1 → today) Options underlyings 5,800+ US equities & indices Stocks · ETFs at 1 minute 7,670 · 5,161 instrume…

…th simulation with customizable parameters (10k+ paths, configurable horizon) , Options Pricing Black Scholes model with full Greeks (delta, gamma, theta, vega, rho) GARCH Volatility Volatility modeling and forecasting w…