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Date Title
Jun 30, 2024 QuantLib - Yield Curve
Dec 21, 2023 Identify Retail Investors
Dec 15, 2023 Bond Price Volatility (Sensitivity)
Oct 15, 2023 Translog Cost Function Estimation
Oct 13, 2023 Translog Production and Cost Functions
Oct 2, 2023 GARCH-Constant Conditional Correlation (CCC)
Sep 26, 2023 GARCH Estimation
Sep 8, 2023 Download SEC Filings from EDGAR
Aug 31, 2023 Yield Curve and Term Structure of Interest Rates
Aug 21, 2023 Bond Prices and Yields
Aug 17, 2023 Difference-in-Differences Estimation
Aug 15, 2023 CRSP Missing Codes
Aug 8, 2023 FRED - Federal Reserve Economic Data
Jul 31, 2023 Stata - Working with datasets
Jul 26, 2023 Introduction to Fixed Income Securities
Apr 9, 2023 Correlated Random Effects
Apr 5, 2023 Probability of Informed Trading (PIN)
Feb 16, 2023 Stata - Packages
Feb 3, 2023 Stata - Introduction
Nov 30, 2022 Estimate Merton Distance-to-Default
Jun 18, 2022 Uninitialized Variable in C
Apr 16, 2022 Centrifuge Problem
Mar 6, 2022 Adding Another Factor to Principal-Agent Model
Jan 9, 2022 Estimate Organization Capital
May 15, 2021 Download M&A Deals from SDC Platinum
Feb 11, 2021 Specification Curve Analysis
Jul 30, 2020 Bitcoin Address Generator in Obfuscated Python
Jul 28, 2020 Firm Historical Headquarter State from SEC 10K/Q Filings
Jun 10, 2020 Compute Jackknife Coefficient Estimates in SAS
Jun 8, 2020 Python Shared Memory in Multiprocessing
May 27, 2020 Textual Analysis on SEC Filings
May 26, 2020 Variance Ratio Test - Lo and MacKinlay (1988)
May 26, 2020 Minimum Variance Hedge Ratio
May 26, 2020 Winsorization in SAS
May 25, 2020 Call Option Value from Two Approaches
May 25, 2020 Bank Holing Company Financials from FR Y-9C
May 25, 2020 Merge Compustat and CRSP
May 25, 2020 Reconciliation of Black-Scholes Variants
May 24, 2020 Decomposing Herfindahl–Hirschman (HHI) Index
May 22, 2020 Bloomberg BQuant (BQNT)
May 22, 2020 Compute Weekly Return from Daily CRSP Data
May 22, 2020 Convert Between Numeric and Character Variables
May 22, 2020 Setup Docker/Ngnix and Let’s Encrypt on Ubuntu
May 22, 2020 Generate Fama-French Industry Classification From SIC
May 22, 2020 Identify Chinese State-Owned Enterprise using CSMAR
May 22, 2020 LeGao to Make Your Own LEGO Mosaics
May 22, 2020 Use SAS Macros on WRDS
May 22, 2020 What it takes to be a CEO? A fun survey of literature
May 22, 2020 Working Remotely on a Windows Machine from VSCode on a Mac
Mar 24, 2020 Beta - Unlevered and Levered
Jul 25, 2019 Encode Password for SAS Remote Submission
May 29, 2019 Accumulator Option Pricing
May 29, 2019 Never Use a Brain Wallet
Feb 25, 2019 100 Bitcoins Forgone for Science
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