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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%
568 B · 15 lines python
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1# =============================================================================2# Author: Simon-Pierre Boucher3# Contact: contact@spboucher.ai4# =============================================================================5"""WP7 — Options-Implied Information Content.67Reusable analysis library for UQO Working Paper No. 7. The numbered entry8points in ``scripts/`` orchestrate the pipeline; every statistical routine9lives here so that it is defined exactly once.10"""1112__version__ = "1.0.0"13__author__ = "Simon-Pierre Boucher"14__contact__ = "contact@spboucher.ai"15