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

Agent skills that help you publish in the AER faster — identification-first empirics, AEA-compliant replication, Keith-Head intros, R&R rebuttals for AER / AER:Insights / AEJ. | 助你更快发表 AER 论文的 agent skill 栈：识别优先实证、AEA 合规复现、Keith Head 式引言、R&R 审稿回复，覆盖选题到投稿全流程。

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.

Minute-level market microstructure event study analyzing extended-hours price discovery and orderflow around MSFT earnings. Integrates SEC 8-K Loughran-McDonald sentiment analysis with intraday Polygon proxies (CVD, realized volatility, and spread).

Use Kalman Filters for Event Study Designs

Replication pipeline for the Tariff Exposure Propagation Index, linking trade, tariff, input-output, freight, SEC, and market data to measure hidden supply-chain vulnerability.

Backend-oriented fintech project for MOEX stock event-study analysis with FastAPI, PostgreSQL, SQLAlchemy, Docker and React.

Verified ten-sector research on the AI compute build-out, distilled from 311 public SemiAnalysis articles — with an independent credibility audit of the source (664 events, 119 tickers).

The impact of ongoing iran us war on energy giants in germany and possible outcomes for future

Borusyak-Jaravel-Spiess (2024) difference-in-differences imputation estimator with event-study plots for Python.

Point-in-time insider filing de-noising, ML scoring, and cross-sectional return tests.

Convertible bond valuation via the Tsiveriotis-Fernandes PDE (Crank-Nicolson) with a TRACE event-study pipeline for issuance price pressure

Causal inference platform for marketplace intervention evaluation — DiD, Synthetic Control, PSM, Instrumental Variables, and Event Study with incrementality simulation. Built for Staff-level analytics roles.

Automated content extraction system for corporate press releases

Research-only validation framework for systematically evaluating crypto funding-based trading hypotheses through frozen out-of-sample testing, failure attribution, and evidence-driven rejection.

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.

Factor-level forensics of the 2024H1 A-share rotation: crowded micro-cap unwind, regulatory repricing, and the dividend re-rating

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)