👨‍💻 The apps, programs and other tools I developed.

Research

• specurve - a Stata command used to perform Specification Curve Analysis and generate the Specification Curve plot - featured in Harvard Business School Research Computing Services blog.
• PaperManager - a simple tag-based paper manager with a fast PDF viewer in pure Python.
• frds - a Python framework to compute a collection of academic measures used in the finance literature.
• mktstructure - a command-line tool to download Refinitiv Tick History data and compute some market microstructure measures.

Other

• LeGao - a web application used to make LEGO mosaics.
• Option Pricing Explained - a web application to provide an interactive pricing process for European options.