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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.

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correlation_divergence.parquet WP7: restructured repository, verified reproduction, paper revision... 1 mo ago
merged_options_rv.parquet WP7: restructured repository, verified reproduction, paper revision... 1 mo ago
options_features.parquet WP7: restructured repository, verified reproduction, paper revision... 1 mo ago
price_magnet_data.parquet WP7: restructured repository, verified reproduction, paper revision... 1 mo ago
realized_vol.parquet WP7: restructured repository, verified reproduction, paper revision... 1 mo ago