Markets: A Rigorous Course

Facts that change

Core about 5 min
Fact Value As of Source
Nifty 50 F&O lot size (for journal questions on expiry) 65 2026-11-05 NSE F&O UDiFF bhavcopy, nsearchives.nseindia.com
Nifty weekly option expiry day Tuesday (previous trading day if a holiday); since 1 Sep 2025 2026-11-06 Business Standard
Most recent NBER US business-cycle peak / trough Feb 2020 / Apr 2020; no later peak listed 2026-11-06 NBER
US real GDP growth, 2023 (annual average) 2.5% (BEA advance estimate; may since be revised) Jan 2024 release BEA, Q4 and year 2023 advance estimate
India VIX methodology Nifty-option-based, 30-day, CBOE-style (not re-verified here) 2026-11-06 NSE India VIX documents, nseindia.com
arch / statsmodels versions used by the tests 8.0.0 / 0.15.0 2026-11-06 local uv environment
hmmlearn maintenance status "limited-maintenance mode" 2026-11-06 project README, https://github.com/hmmlearn/hmmlearn

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