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Record W2481275966 · doi:10.1057/978-1-137-39095-0_15

Investment Strategies Using Options on ETFs

2016· book-chapter· en· W2481275966 on OpenAlexaboutno aff
A. Seddik Meziani

Bibliographic record

VenuePalgrave Macmillan UK eBooks · 2016
Typebook-chapter
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Markets and Investment Strategies
Canadian institutionsnot available
Fundersnot available
KeywordsPortfolioLiberian dollarQuarter (Canadian coin)Equity (law)Alternative investmentMonetary economicsPopularityBusinessFinancial economicsAsset (computer security)Emerging marketsFrontierVolatility (finance)EconomicsFinanceMarket liquidityGeography

Abstract

fetched live from OpenAlex

Several factors have made the quarter ending September 2015 the worst quarter since 2011 for equity markets. These include concerns about economic slowdowns in China and elsewhere around the globe, a severe decrease in commodity prices that’s pulling the currencies of many emerging and frontier markets to record lows against the U.S. dollar, and worries about valuations considered high by historical standards. As exchange-traded funds (ETFs) have grown in popularity and several of them have become optionable, they have positioned themselves as another fast and cost-efficient way of controlling portfolio risk in markets that are not only trending down, but also frequently shaken by large price swings across most asset classes. These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.002
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: none
GenreCandidate signal: Other · Consensus signal: Other
Teacher disagreement score0.016
Threshold uncertainty score0.052

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.002
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.001
Science and technology studies0.0000.001
Scholarly communication0.0030.003
Open science0.0000.001
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0160.002

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.056
GPT teacher head0.237
Teacher spread0.181 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designNot applicable
Domainnot available
GenreOther

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2016
Admission routes1
Has abstractyes

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