LLM filtering of embedding-based stock networks raises long-short Sharpe ratio from 0.742 to 0.820 and cuts max drawdown from -10.47% to -7.85% in 2011-2019 S&P 500 backtests.
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A model-free two-step pipeline (ARIES + SEDEx) extracts risk-neutral densities from short-dated option bid-ask quotes while removing executable static arbitrage.
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From Arbitrage Removal to Density Extraction: A Model-Free Framework for Short-Dated Options
A model-free two-step pipeline (ARIES + SEDEx) extracts risk-neutral densities from short-dated option bid-ask quotes while removing executable static arbitrage.