asdfxsasd/spy-intraday-complexity

Intraday Market Complexity and Option–Stock Price Discovery

This Hugging Face Static Space is an interactive prototype for Zijie Wang's research proposal.

What it demonstrates

The prototype mirrors the proposal's core logic:

1. 1.Measure the opening state using predictive surprise, entropy, and cross-scale disagreement.
2. 2.Test both directions of information transmission: options → stock and stock → options.
3. 3.Condition on option liquidity to demonstrate the anticipated interaction:
4. 4.high complexity + liquid options → stronger option leadership;
5. 5.high complexity + illiquid options → weaker or delayed transmission.

The interface includes three pre-specified test cases and clearly labels every output as synthetic / anticipated, not empirical evidence.

Files

• —index.html — interface and research explanation
• —style.css — responsive styling
• —app.js — deterministic client-side simulator

Deploy on Hugging Face

1. 1.Create a new Space.
2. 2.Choose Static as the SDK.
3. 3.Upload these files to the root of the Space repository.
4. 4.Commit the files. The Space should render automatically.

No backend, database, API key, or paid service is required.

Research interpretation

The simulator is intentionally simple. It is not an estimator and it does not use real market data. Its purpose is to make the proposal's hypothesized mechanism inspectable before the empirical pipeline is implemented.