Quantitative Investment Engineer | Stochastic decision systems for derivatives, volatility, portfolio risk & financial ML, DL & RL.
- Sydney
- in/mguerrero896
- @MiguelGuerreroQ
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does-option-flow-predict-volatility
does-option-flow-predict-volatility PublicHistorical RV15 forecasts for six U.S. stocks. Option state improves both families; the mixed B2 block improves the linear model only. Source-time assumptions, placebo and final-window limits remai…
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