Gahow Wang a605d68ca8 research: option-volume signals on OPRA bars 2024-03..2026-09 (STOP)
Johnson-So O/S has the opposite sign (Q5-Q1 -11.4%/yr, t -1.63) and
correlates -0.65 with the momentum score; unsigned put/call is flat
(t 0.42). Neither gated signal passes; keep collecting, retest at ~5 years.

The data handling was fixed after a coverage check of the panel, before any
return was computed: stock volume on every day from stock_raw, and a day
without bars counts as 0 contracts only inside a name's bar span (outside it
the options traded under an older ticker or the root's history starts later).

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
2026-10-12 12:31:54 -07:00
2026-04-05 00:50:26 +08:00

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