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Tag: Branch: Tree: 090f2d1abf
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alpha_tools/data_sets/get_datasets_local/keys_text.txt

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["implied_volatility", "iv", "volatility", "call", "put", "option", "skew", "strike", "moneyness", "vix", "variance", "delta", "gamma", "vega", "theta", "atm", "otm", "itm", "surface", "term", "expiry", "risk_reversal", "butterfly", "spread", "premium", "volume", "open_interest", "bid", "ask", "mid", "spread", "ratio", "percentile", "rank", "zscore", "decay", "momentum", "trend", "sum", "mean", "std", "corr", "beta", "residual", "resid", "regression", "factor", "alpha", "exposure", "neutralized", "industry", "sector", "market_cap", "volume", "liquidity", "turnover", "float", "short_interest", "borrow_fee", "dividend", "earnings", "surprise", "revision", "estimate", "actual", "guidance", "sentiment", "news", "analyst", "rating", "target", "recommendation", "upgrade", "downgrade", "initiation", "coverage", "momentum", "reversal", "value", "growth", "quality", "leverage", "profitability", "efficiency", "solvency", "liquidity", "accruals", "investment", "intangibles", "f_score", "z_score", "o_score", "m_score", "g_score", "p_score"]