Difference-in-Differences causal inference in Python. Callaway-Sant'Anna, Synthetic DiD, Honest DiD, event studies. sklearn-like API, validated against R.

AI-powered trading research platform. Test any idea on stocks, futures, and crypto with event studies, backtesting, and statistical validation. MCP server with 8 tools. pip install varrd.

End-to-end incrementality sandbox on M5-style retail data (DiD + Synthetic Control + placebo tests) with Streamlit dashboard.

Use Kalman Filters for Event Study Designs

Empirical evaluation of statewide rent-cap policies in Oregon and California, with building-level extensions across twelve U.S. cities

Empirical macro-finance project on FOMC statement entropy and post-meeting VIX reactions

Event-driven analysis of Nifty50 returns and volatility across major macroeconomic shocks (2022-2026)"

Automated content extraction system for corporate press releases

Does media freedom reduce public sector crime? A cross country panel analysis (176 countries, 2000-2023) using TWFE, FD, event study, and IV methods.

Supplementary Leverage Ratio pressure, Treasury holdings, and balance-sheet behavior at large U.S. banks — reproducible event study around the 2020 temporary exclusion using free public FFIEC, FR Y-9C, FR Y-15, NY Fed, and TRACE data

ML system analyzing how geopolitical events affect companies. 4-model pipeline with 163 gold-labeled + 439 weakly-supervised examples. Direction accuracy ~90%, channel prediction ~62% top-2. Built on WEF framework.

Quant event study of insider purchase signals using forward returns and equity curves.

Bank size, growth, and net interest margin — reproducible FDIC pipeline studying 8,032 banks across 64 quarters (2010–2025)

EGARCH event study of MiCA and PSA regulatory impact on cryptocurrency volatility | Panel regression, NLP clarity scoring, VIX robustness

How Treasury buyback operations redistribute duration across the yield curve. Interactive dashboard, 8 official data sources, 122 operations analyzed.

Testing whether USDT/TRY adoption is path-dependent. Tune Aug 2018 → eval Dec 2021. Honest-null primary result with exploratory signal in first differences.

Literature-driven index inclusion research toolkit with dashboard, event studies, and HS300 RDD workflows.

Event-study, liquidity, and TCA analytics for S&P 500 and MSCI Singapore Free index rebalances. Free data only, fully reproducible. Python 3.11+, uv, ruff, mypy strict, pytest --cov.