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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.

research finance options volatility uqo

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first commit Aug 6, 20263busiest day · 2026-10-17

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`requirements.txt`

PyPI7

numpy ==2.4.4 pandas ==3.0.2 pyarrow ==24.0.0 scipy ==1.17.1 scikit-learn ==1.6.1 duckdb ==1.5.2 matplotlib ==3.10.9