henry tian

henry tian

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henry tian

6mo ago

OIPD - 1.0 Release - See the market's expectations about a stock's future price

OIPD computes the market's expectations about the probable future prices of an asset, based on options prices. Traditionally, extracting “risk-neutral densities” required institutional knowledge, limited to quant-desks. OIPD makes it accessible to everyone.
henry tian

1yr ago

OIPD - Probabilities of future stock price, based on options theory

📌 Find probability distribution of future stock prices, based on options data 📌 Reflects market expectations but are not accurate predictions 📌 If you believe in the efficient market hypothesis, then this provides the best estimates of future price