Slide Decks
Data-Driven Finance II
Rice University
1. Options and their Uses (pdf)
2. Option Spreads (pdf)
3. Option Valuation (pdf)
4. Futures (pdf)
5. More Futures (pdf)
Some recent papers
Gu-Kelly-Xiu Paper
Green-Hand-Zhang features
Jensen-Kelly-Pedersen Paper
6. Factor Investing (pdf)
7. Backtesting (pdf)
8. Preprocessing and Analysis (pdf)
New version of 8 excluding stocks predicted to be not shortable
8a. Predicting Shortable Stocks (pdf)
8b. Preprocessing and Analysis (pdf)