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Approximate Design-Based Intervals for Downsampled Cross-Sectional Market Aggregates: A Randomized Design for Bandwidth-Constrained Financial Data Pipelines
Financial institutions routinely downsample cross-sectional options panels to meet bandwidth and cost constraints. The industry default---deterministic Top-$k$ selection by open interest---provides no estimate of the aggregation error it introduces, rendering downstream risk metrics unauditable. We
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