{"id":"W1880733119","doi":"10.2139/ssrn.960755","title":"Spider Options and the S&amp;P 500 Index Options Market","year":2007,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"McGill University","funders":"","keywords":"Index (typography); Spider; Business; Economics; Financial economics; Computer science; Physics; World Wide Web","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0005540472,0.0002766934,0.0003238777,0.0006184696,0.0005458169,0.002312116,0.0004303265,0.001399664,0.01082243],"category_scores_gemma":[0.00461501,0.0001615621,0.0002623111,0.0007335134,0.001176878,0.004740356,0.000705333,0.001093885,0.0006535997],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005357596,"about_ca_system_score_gemma":0.0004517027,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001078239,"about_ca_topic_score_gemma":0.0008852294,"domain_scores_codex":[0.9998481,0.00005676592,0.000006097308,0.00001955378,0.00004748482,0.00002198915],"domain_scores_gemma":[0.999132,0.0004342626,0.0001460518,0.00005527979,0.00007470616,0.0001577411],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","study_design_scores_codex":[0.0001169771,0.00003405627,0.0007753749,0.00002378636,0.000009286285,0.0001820135,0.00005684087,0.009680252,0.0006746334,0.9732609,0.003192846,0.0119929],"study_design_scores_gemma":[0.00001531018,0.00001480114,0.000576915,0.000008005555,0.000003950343,0.0001125104,0.00004051352,0.06335778,0.0001726238,0.9330752,0.00261506,0.000007275862],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.5712693,0.01012953,0.136,0.01259302,0.0004927535,0.00004826643,0.0005523419,0.0003690238,0.2685457],"genre_scores_gemma":[0.981842,0.001234888,0.003450246,0.0001523688,0.0002075295,0.00001288375,0.00007639099,0.00001853301,0.0130051],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.01082243,"threshold_uncertainty_score":0.03620458,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.016895973172409,"score_gpt":0.2243427618929309,"score_spread":0.2074467887205219,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}