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  1. 8-K-sentiment-Google-Trends-Signal-pipeline 8-K-sentiment-Google-Trends-Signal-pipeline Public

    Point-in-time S&P 500 pipeline: SEC 8-K tone (Loughran-McDonald) and Google Trends signals, by-date IC with stated statistical power; runs daily on GitHub Actions.

    Python 3

  2. kalshi-mispricing-engine kalshi-mispricing-engine Public

    Point-in-time comparison of Kalshi daily S&P 500 range contracts with same-day SPXW option-implied probabilities: edge funnel, risk-premium decomposition, automated collection.

    Python 2 1

  3. kr-foreign-flow kr-foreign-flow Public

    Does the persistence of daily foreign-investor flow in Korean equities predict returns? Full pipeline, validation, and an honest negative result.

    Jupyter Notebook 1

  4. option-implied-density option-implied-density Public

    Breeden-Litzenberger risk-neutral densities with bid-ask + model-risk error bars, validated on known answers (lognormal, Heston, event, 0DTE).

    Python 1

  5. market-distribution-tests market-distribution-tests Public

    Five textbook distributions (Normal, Student-t, Bernoulli, Poisson, Uniform) tested as hypotheses on S&P 500 and KOSPI returns, out-of-sample.

    Python 1