European Q~Score with a Derivatives Overlay：Options strategies combining Quant + Derivatives models

J P M O R G A N Global Quantitative & Derivatives Strategy 02 August 2024 European Q-Score with a Derivatives Overlay Options strategies combining Quant + Derivatives models • Buy Calls – buy option contracts for the right to buy UBS, Intesa Sanpaolo, Deutsche Bank and Rio Tinto are the stocks that screen most attractive in the JPM European Q-Score stock-picking model; they have a good combined rank. Additionally, these stocks also rank as relatively cheap based on their option richness. The combination of ...