Option-implied Data and Analysis
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Description: The project contains the links to a number of my data collections for a set of articles, all of which use equity options to extract useful information about the future markets. The data include implied and realized equicorrelations for the SP500 index, model-free implied skewness for the stocks in SP500 1990-2020 universe, option-implied betas for SP500 stocks, generalized lower bounds for the expected excess simple returns.
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