spb/wp47_uqo

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20.9 MBon disk
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36 min agolast push

Name	Last commit	Updated
..
daily_factors_cmt_1y_plus.csv	WP: full pipeline (futures 1m → daily NS factors → quarterly OOS mimicking...	4 h ago
daily_factors_cmt_2y_plus.csv	WP: full pipeline (futures 1m → daily NS factors → quarterly OOS mimicking...	4 h ago
daily_factors_cmt_lambdahat.csv	WP: full pipeline (futures 1m → daily NS factors → quarterly OOS mimicking...	4 h ago
daily_factors_cmt.csv	WP: full pipeline (futures 1m → daily NS factors → quarterly OOS mimicking...	4 h ago
daily_factors_gsw.csv	WP: full pipeline (futures 1m → daily NS factors → quarterly OOS mimicking...	4 h ago
daily_factors_summary.json	WP: full pipeline (futures 1m → daily NS factors → quarterly OOS mimicking...	4 h ago
etf_crossval.json	Revision after 3 referee reports: return panel rebuilt from individual contracts...	3 h ago
event_paths.json	Revision after 3 referee reports: return panel rebuilt from individual contracts...	3 h ago
event_summary.json	Revision after 3 referee reports: return panel rebuilt from individual contracts...	3 h ago
event_windows_placebo.csv	Revision after 3 referee reports: return panel rebuilt from individual contracts...	3 h ago
event_windows.csv	Revision after 3 referee reports: return panel rebuilt from individual contracts...	3 h ago
events.csv	Revision after 3 referee reports: return panel rebuilt from individual contracts...	3 h ago
factors_daily_realized.csv	Revision after 3 referee reports: return panel rebuilt from individual contracts...	3 h ago
fidelity_cumulated_intraday.json	Revision after 3 referee reports: return panel rebuilt from individual contracts...	3 h ago
har_forecasts.json	Revision after 3 referee reports: return panel rebuilt from individual contracts...	3 h ago
implied_yield_fidelity.json	Revision after 3 referee reports: return panel rebuilt from individual contracts...	3 h ago
intraday_periodicity.csv	Revision after 3 referee reports: return panel rebuilt from individual contracts...	3 h ago
irf.json	Revision after 3 referee reports: return panel rebuilt from individual contracts...	3 h ago
mimicking_fidelity_robustness.json	Revision after 3 referee reports: return panel rebuilt from individual contracts...	3 h ago
mimicking_fidelity.json	Revision after 3 referee reports: return panel rebuilt from individual contracts...	3 h ago
mimicking_weights_quarterly.json	Revision after 3 referee reports: return panel rebuilt from individual contracts...	3 h ago
noise_benchmark.json	Revision after 3 referee reports: return panel rebuilt from individual contracts...	3 h ago
realized_correlations.json	Revision after 3 referee reports: return panel rebuilt from individual contracts...	3 h ago
references_verification.json	Revision after 3 referee reports: return panel rebuilt from individual contracts...	3 h ago
returns_diagnostics.json	Revision after 3 referee reports: return panel rebuilt from individual contracts...	3 h ago
robustness_checks.json	Revision after 3 referee reports: return panel rebuilt from individual contracts...	3 h ago
targets_and_spanning.json	Revision after 3 referee reports: return panel rebuilt from individual contracts...	3 h ago

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