spb/wp7_uqo Public

1======================================================================2RQ4: GREEKS INFORMATION DECAY & PRICE MAGNETS3======================================================================45--- PART A: GREEKS INFORMATION DECAY ---67[Part A skipped — raw stores unavailable]8Raw store 'options.duckdb' not found under /Users/simon-pierreboucher/Desktop/wp7_uqo/data/raw.9These stores (~3.8B option records / 11.5B intraday bars) are kept outside the repository. Point WP7_RAW_DATA_DIR to the directory that contains them, or skip the raw-dependent steps — every downstream analysis runs from the processed parquets in data/processed/.1011--- PART B: OI CONCENTRATION AS PRICE MAGNETS ---1213[Raw build skipped — reproducing summary from shipped parquet]14Raw store 'options.duckdb' not found under /Users/simon-pierreboucher/Desktop/wp7_uqo/data/raw.15These stores (~3.8B option records / 11.5B intraday bars) are kept outside the repository. Point WP7_RAW_DATA_DIR to the directory that contains them, or skip the raw-dependent steps — every downstream analysis runs from the processed parquets in data/processed/.161718  Filtered magnet data: 10,480 rows19  Fraction moved toward max-OI strike: 0.47012021  PRICE MAGNET EFFECT BY OI CONCENTRATION:22                  pct_moved_toward  avg_dist_open  avg_dist_close  n_obs23oi_conc_quintile                                                        24Q1_Low                      0.4728         0.0407          0.0424   209625Q2                          0.4804         0.0398          0.0416   209626Q3                          0.4580         0.0413          0.0434   209627Q4                          0.4614         0.0372          0.0387   209628Q5_High                     0.4781         0.0333          0.0341   20962930  [LPM regression skipped — needs 'total_oi' from the raw build]3132RQ4 COMPLETE.33