Can skew help investors predict outcomes?

17th December, 2015

External Author

Research finds the slope of the options skew is a relatively weak forecasting tool

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ABN AMRO
Bank of America
CBOE
Citi
Goldman Sachs
DRW Holdings
HSBC
J.P Morgan
Marex
Morgan Stanley
SGX
SocGen
Susquehanna
MUFG Investor Services
TP ICAP
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