Repository Public Research preview
1# =============================================================================2# Author: Simon-Pierre Boucher3# Contact: simon-pierre.boucher@uqo.ca4# =============================================================================5# WP7 — Options-Implied Information Content6#7# make pipeline run every analysis that works from the processed parquets8# make extract raw → processed (requires the external DuckDB stores)9# make figures supplementary figures from the result CSVs10# make paper compile the LaTeX working paper (latexmk)11# make all pipeline + figures + paper1213PY := python31415ANALYSIS_SCRIPTS := \16 scripts/02_rq1_return_predictability.py \17 scripts/03_rq2_rv_forecasting.py \18 scripts/04_rq3_correlation_divergence.py \19 scripts/05_rq4_greeks_decay_magnets.py \20 scripts/06_rq5_ml_rv_forecast.py \21 scripts/07_descriptive_stats.py \22 scripts/08_subperiod_regime.py \23 scripts/09_portfolio_sorts.py \24 scripts/10_robustness.py \25 scripts/11_granger_var.py \26 scripts/13_extended_robustness.py \27 scripts/14_make_paper_tables.py2829.PHONY: all pipeline extract figures paper clean-paper3031all: pipeline figures paper3233extract:34 $(PY) scripts/01_extract_data.py3536pipeline:37 @set -e; for s in $(ANALYSIS_SCRIPTS); do \38 echo "\n=== $$s ==="; \39 $(PY) $$s || { code=$$?; \40 if [ $$code -eq 2 ]; then echo "(skipped: raw data unavailable)"; \41 else exit $$code; fi; }; \42 done4344figures:45 $(PY) scripts/12_make_figures.py4647paper:48 $(MAKE) -C paper4950clean-paper:51 $(MAKE) -C paper clean52