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1. corporate-bond-relative-value corporate-bond-relative-value Public

   Empirical fixed-income research repo: TRACE/FISD corporate-bond issuer-curve relative-value signals, leakage-aware labels, cost-aware backtests, ML baselines, and robustness/exposure audits.

   Python

2. credit_leads_equity credit_leads_equity Public

   Research code for testing whether TRACE corporate-bond trading signals lead equity returns, with CRSP/Compustat/IBES controls, earnings-window robustness, GPU models, and cost-aware equity backtests.

   Python

3. earnings-factor-decomposition earnings-factor-decomposition Public

   Decomposing Post-Earnings-Announcement Drift (PEAD) across 5 factor models. Features TAQ transaction-cost analysis, WRDS integration, and block bootstrapping.

   Python

4. options-microstructure-alpha options-microstructure-alpha Public

   Predicting equity returns from options order flow — 42 strategies, 29 years, Carhart-adjusted, zero look-ahead bias.

   Python

5. options-volume-as-noise options-volume-as-noise Public

   A full-stack empirical asset pricing pipeline processing 80M+ options records to analyze the structural break in zero-commission retail trading.

   Python

6. ownership-network-fragility ownership-network-fragility Public

   Filing-date-clean 13F ownership-network asset-pricing pipeline: WRDS/CRSP mapping, common-ownership graph features, Fama-MacBeth tests, OOS ML, transaction costs, factor attribution, and public-saf…

   Python