# ============================================================================= # Author: Simon-Pierre Boucher # Contact: contact@spboucher.ai # ============================================================================= # WP7 — Options-Implied Information Content # # make pipeline run every analysis that works from the processed parquets # make extract raw → processed (requires the external DuckDB stores) # make figures supplementary figures from the result CSVs # make paper compile the LaTeX working paper (latexmk) # make all pipeline + figures + paper PY := python3 ANALYSIS_SCRIPTS := \ scripts/02_rq1_return_predictability.py \ scripts/03_rq2_rv_forecasting.py \ scripts/04_rq3_correlation_divergence.py \ scripts/05_rq4_greeks_decay_magnets.py \ scripts/06_rq5_ml_rv_forecast.py \ scripts/07_descriptive_stats.py \ scripts/08_subperiod_regime.py \ scripts/09_portfolio_sorts.py \ scripts/10_robustness.py \ scripts/11_granger_var.py \ scripts/13_extended_robustness.py .PHONY: all pipeline extract figures paper clean-paper all: pipeline figures paper extract: $(PY) scripts/01_extract_data.py pipeline: @set -e; for s in $(ANALYSIS_SCRIPTS); do \ echo "\n=== $$s ==="; \ $(PY) $$s || { code=$$?; \ if [ $$code -eq 2 ]; then echo "(skipped: raw data unavailable)"; \ else exit $$code; fi; }; \ done figures: $(PY) scripts/12_make_figures.py paper: $(MAKE) -C paper clean-paper: $(MAKE) -C paper clean