Do Option Markets Predict the Nasdaq-100? Pre-Registered Tests on QQQ Option Chains, Event Nights and Positioning Signals
Tests 15 pre-registered option strategies and published signals on Nasdaq-100 options with real execution costs, finding none produce tradable edges after correcting for multiple comparisons.
Featured in No. 139 on 13 Nov 2026 · 1 day after release
- Released
- 12 Nov 2026
- First featured
- No. 139 · 13 Nov 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 4 of 5
- Identifier
- SSRN 7687260
- Authors
- Dharm Desai
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).