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# Pinned to the environment used to validate the reproduction (2026-08-05).6# Python >= 3.11 recommended.7numpy==2.4.48pandas==3.0.29pyarrow==24.0.010scipy==1.17.111scikit-learn==1.6.112duckdb==1.5.213matplotlib==3.10.914