Finding the Golden Mean with a Buffered Strategy (S&P Dow Jones Indices)
For many market participants, the priority is not pursuing every inch of a bull market run but rather…
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When Funding Markets Move Credit Markets: Foreign Investors and U.S. CLOs
The authors show that U.S. leveraged credit markets and global dollar funding markets are jointly determined…
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Option-Implied Signals and Crash Risk: Predictability and Machine-Learning Evidence from U.S. Equity Options (Li & Wang)
The authors re-estimate canonical option-implied predictability evidence using a unified 2015-2026 panel of 12.36…
OPIN and the Cross Section of Equity Option Returns (Chen et al.)
The authors construct a probability of informed trading measure for equity options, OPIN, using signed trading…
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CIO reading list, July 2026: The big forces shaping allocations today
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