AI & Algo Trading

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Informed Trading of Out-of-the-Money Options and Market Efficiency

blog.edarchimbaud.com

Informed Trading of Out-of-the-Money Options and Market Efficiency

edarchimbaud
Sep 9, 2023
∙ Paid
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Informed Trading of Out-of-the-Money Options and Market Efficiency

blog.edarchimbaud.com
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Original paper

SSRN-id2803724.pdf

Trading rules

  • Investment universe: Stocks with OTM options data in IvyDB OptionMetrics database

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