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Is your feature request related to a problem? Please describe.
Shorts, options and futures carry original signal that is not entirely reflected in other market signals.
Describe the solution you'd like
Test impact of introducing these new covariates for a stock:
shorts interest, commitment of traders
options chain
futures
Additionally consider testing the impact of covariates the shorts, options and futures for broad market indexes.
The text was updated successfully, but these errors were encountered:
Is your feature request related to a problem? Please describe.
Shorts, options and futures carry original signal that is not entirely reflected in other market signals.
Describe the solution you'd like
Test impact of introducing these new covariates for a stock:
Additionally consider testing the impact of covariates the shorts, options and futures for broad market indexes.
The text was updated successfully, but these errors were encountered: