spb wp47_uqo

Latest commit Wide IRF/connectedness tables fixed (resizebox + minipage notes); 43 p. f7c085b 8 h ago

Name	Last commit	Updated
..
00_eda_futures.py	WP47: project skeleton, brief, pre-registered design, external calendars, FinData client	10 h ago
01_extract_futures.py	WP47: project skeleton, brief, pre-registered design, external calendars, FinData client	10 h ago
01b_extract_sr3.py	WP: full pipeline (futures 1m → daily NS factors → quarterly OOS mimicking portfolios → intraday...	9 h ago
01c_extract_etf.py	WP: full pipeline (futures 1m → daily NS factors → quarterly OOS mimicking portfolios → intraday...	9 h ago
01d_extract_contracts.py	Revision after 3 referee reports: return panel rebuilt from individual contracts (most-traded...	8 h ago
02_daily_factors.py	WP: full pipeline (futures 1m → daily NS factors → quarterly OOS mimicking portfolios → intraday...	9 h ago
03_returns.py	Revision after 3 referee reports: return panel rebuilt from individual contracts (most-traded...	8 h ago
04_mimicking.py	WP: full pipeline (futures 1m → daily NS factors → quarterly OOS mimicking portfolios → intraday...	9 h ago
04b_fidelity_gsw_and_sofr.py	WP: full pipeline (futures 1m → daily NS factors → quarterly OOS mimicking portfolios → intraday...	9 h ago
04c_targets_and_spanning.py	WP: full pipeline (futures 1m → daily NS factors → quarterly OOS mimicking portfolios → intraday...	9 h ago
04d_robustness_checks.py	Paper: author/affiliation change, figures+tables wired into sections, robustness checks computed...	9 h ago
05_events_list.py	WP: full pipeline (futures 1m → daily NS factors → quarterly OOS mimicking portfolios → intraday...	9 h ago
06_intraday_factors.py	Revision after 3 referee reports: return panel rebuilt from individual contracts (most-traded...	8 h ago
06b_etf_crossval.py	WP: full pipeline (futures 1m → daily NS factors → quarterly OOS mimicking portfolios → intraday...	9 h ago
06c_noise.py	WP: full pipeline (futures 1m → daily NS factors → quarterly OOS mimicking portfolios → intraday...	9 h ago
07_events.py	WP: full pipeline (futures 1m → daily NS factors → quarterly OOS mimicking portfolios → intraday...	9 h ago
08_har.py	WP: full pipeline (futures 1m → daily NS factors → quarterly OOS mimicking portfolios → intraday...	9 h ago
09a_export_figure_data.py	Revision after 3 referee reports: return panel rebuilt from individual contracts (most-traded...	8 h ago
10_figures.py	Revision after 3 referee reports: return panel rebuilt from individual contracts (most-traded...	8 h ago
11_tables.py	Revision after 3 referee reports: return panel rebuilt from individual contracts (most-traded...	8 h ago
12_text_macros.py	Revision after 3 referee reports: return panel rebuilt from individual contracts (most-traded...	8 h ago
13_irf.py	Wide IRF/connectedness tables fixed (resizebox + minipage notes); 43 p.	8 h ago
14_irf_figures.py	Revision after 3 referee reports: return panel rebuilt from individual contracts (most-traded...	8 h ago

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