Option-Implied Signals and Crash Risk: Predictability and Machine-Learning Evidence from U.S. Equity Options, 2015–2026

By Baichuan Li, Mengxiao Wang

Published 2026-06-10

Everscope rating

1670.1

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Two-way fixed-effects panel regression with machine-learning benchmark. Problem types: Regression, Classification, Time Series Forecasting, Risk Management, Anomaly Detection.

arXiv:2608.26115 · Paper rankings

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