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ShawnChamberlain
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open-economic-quant-research-data

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economics
quantitative-finance
causal-inference
macroeconomics
housing-economics
market-microstructure
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open-economic-quant-research-data / EMFactorTiming /tests

Commit History

15 days ago

  1. Add live-trading reliability and implementation shortfall stress audits for CryptoFactors and EMFactorTiming

    ShawnChamberlain
    Verified signature
    7969ae9

  2. Update CryptoFactors and EMFactorTiming backtests through latest trading day (2026-10-21)

    ShawnChamberlain
    Verified signature
    d4079f7

  3. Add real-data empirical validation across Polymarket CLOB, 785d Binance perp NAV, 312m JKP EM, and 144 L2 scenarios

    ShawnChamberlain
    Verified signature
    15bf08e

  4. Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity

    ShawnChamberlain
    Verified signature
    f784e93

  5. Add EMFactorTiming, PolymarketFactors, and CryptoFactors (5 to 8 full integration)

    ShawnChamberlain
    Verified signature
    05707f0