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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.

Python 66.5% TeX 32.7% Makefile 0.8%
641 B · 18 lines python
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1# =============================================================================2# Author: Simon-Pierre Boucher3# Contact: contact@spboucher.ai4# =============================================================================5"""Make the ``wp7`` package importable when the repo is not pip-installed.67Every numbered script starts with ``import _bootstrap  # noqa: F401`` so it8can be launched directly (``python scripts/02_rq1_return_predictability.py``)9without any environment setup.10"""1112import sys13from pathlib import Path1415_SRC = Path(__file__).resolve().parents[1] / "src"16if str(_SRC) not in sys.path:17    sys.path.insert(0, str(_SRC))18