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README.md
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license: apache-2.0
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---
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The dataset provided includes a variety of features and targets. In machine learning and predictive modeling, features are the input variables used to predict target variables, or the outcomes we're interested in predicting.
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Possible targets:
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- `DITM_IV`, `ITM_IV`, `sITM_IV`, `ATM_IV`, `sOTM_IV`, `OTM_IV`, `DOTM_IV`: These are implied volatilities (IV) for different categories of options: Deep-In-The-Money (DITM), In-The-Money (ITM), Slightly-In-The-Money (sITM), At-The-Money (ATM), Slightly-Out-Of-The-Money (sOTM), Out-Of-The-Money (OTM), Deep-Out-Of-The-Money (DOTM). Implied volatility is a metric that captures the market's view of the likelihood of changes in a given security's price.
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license: apache-2.0
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task_categories:
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- tabular-classification
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- tabular-regression
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tags:
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- NYSE
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- options
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- calls
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- puts
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- sp500
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- volatility
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- implied volatility
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- vix
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- IV
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pretty_name: USA options implied volatility features for machine learning
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size_categories:
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- 1M<n<10M
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---
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The dataset provided includes a variety of features and targets. In machine learning and predictive modeling, features are the input variables used to predict target variables, or the outcomes we're interested in predicting.
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Possible targets:
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- `DITM_IV`, `ITM_IV`, `sITM_IV`, `ATM_IV`, `sOTM_IV`, `OTM_IV`, `DOTM_IV`: These are implied volatilities (IV) for different categories of options: Deep-In-The-Money (DITM), In-The-Money (ITM), Slightly-In-The-Money (sITM), At-The-Money (ATM), Slightly-Out-Of-The-Money (sOTM), Out-Of-The-Money (OTM), Deep-Out-Of-The-Money (DOTM). Implied volatility is a metric that captures the market's view of the likelihood of changes in a given security's price.
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