spb/wp7_uqo Public
UQO Working Paper No. 7 — Options-implied information for cross-asset return and volatility prediction: evidence from 3.8B option contracts.
Python 66.5%
TeX 32.7%
Makefile 0.8%
1# =============================================================================2# Author: Simon-Pierre Boucher3# Contact: contact@spboucher.ai4# =============================================================================5[build-system]6requires = ["setuptools>=68"]7build-backend = "setuptools.build_meta"89[project]10name = "wp7"11version = "1.0.0"12description = "UQO WP7 — Options-Implied Information Content for Cross-Asset Return and Volatility Prediction"13authors = [{ name = "Simon-Pierre Boucher", email = "contact@spboucher.ai" }]14requires-python = ">=3.11"15dependencies = [16 "numpy>=2.0",17 "pandas>=2.2",18 "pyarrow>=15",19 "scipy>=1.12",20 "scikit-learn>=1.4",21 "duckdb>=1.0",22 "matplotlib>=3.8",23]2425[tool.setuptools.packages.find]26where = ["src"]27