I dont think models get totally broken, its more of a delay function that kicks in. Those signals were sound it just took longer than usual to see the market going your way..
very reassuring that it went through this black swan and succeded,

Thank you for sharing

Nice "bottom" call on this 20 hours ago or so.
thank you for sharing

This is Rare!
And this is why I think more ppl should be aware of your work (old and recent still supper relative as inspiration for present education and inspiration for research.

so any one of those papers with updated data and other data points already calculated and available, would lead to strong interest in the papers and have present impact towards what markets are today and how traders interact with them.

whish full thinking on my side, but wrote it either way

Oh yes for sure. Option market/data changed dramatically over the years. I can only imagine how much you had to put in only for the data collection portion (let alone for research). The reason I brought this up, is because your one of the few academic/research that seem actually also trading 🙂.

as now days a synthetic fixed DTE is more popular to compare/study SKEW day over day on a constant maturity for the obvious reasons.

Again, your sharing here and articles you published is very appreciated. I think more ppl should be aware of this account.
I will share the link to my community.

imagine you revesting those topics you wrote about but now days having skew decomposition data like nationsindexes.com (I have no affiliation or any business with them).

It is reenforcing to read that you guys found the prediction value change based on DTE

Yes, I read that and your other papers throughout the years. I just didnt see it as clear as to how that reflects in your weekly models here. But, I will

Specifically, about that article which I think is a must for anyone trading options to further deep dive into skew dynamics (fix duration or not)

Hello
Still challenging trying to self guide with the blurry fonts.
I can recommend a simple fix
Capture 2 instead of one graphic for all graphs and table.
This will improve the readability.
I will bring the reading crowds 🙂.

Hello Sir.
Thank you for sharing.

Looked for the paper on market sentiment model you mention here for the 2 upper charts, papers.ssrn.com/sol3/cf_dev/...

Which one do you refer to out of the 35?

Thank you for sharing.

I believe this only shows Call-put OI delta and not "long/short " positions as in if contracts wer bought or sold.

Or did QS finally added this feature?

Interesting. Unrealistic but interesting.
The idea of positive expectancy through buying and not selling vol in the US markets is risky at best but from an academic POV I can understand that.
The paper (directly or in directly) implies the basic notion that options carry future information.
Thank U

I used them int he past,
some 10 years or more ago (maybe even before CME bought them or merged them the way the data is catered in the CME website now days).
But might retry and give it a spin with the link you provided.

Thank you

Much more research needs to be done to determine if the PCR (or derived delta of it) predicts future price or v.v.
The chart alone can not determine this.

It is clear though that new volume carries more information than previous days clearing process (open int').

That said,
thank you for sharing!

I like how both parts of your 2025 plans, sound.
Not reacting proportionally to someone who has done us wrong or made us feel bad, wrongly defeated or humiliated, will result in us extracting that punishment on ourselves.

Wish you a HNY 2025, regardless of any plans.

Thank you for the reply.
The zoom option when clicking on the visual still makes it hard and somewhat blurred to see the values, tags and such.
Would it be possible maybe capture 2 portions of the screen separately on your end.
Instead of the whole thing?
Either way, much appreciated.

Awesome!
Thank you for sharing,
Through the years, read through some of papers in SSRN and never thought Id get to talk to the writers or see up-to-date work/project like this one.
Reading through the pinned post and the explanations, might have some questions if that is ok with you.