Andrew Y. Chen

flex-mining. code for turning data sets into trading strategies

Prompts-to-Paper. TeX

ralph-wiggum-asset-pricing. Python

high-throughput-ap. How to stop worrying and learn to love data miing

hf-spreads-all. Code for high-frequency trading cost data from Chen and Velikov (2021)

mostly-true. Code for replicating 'Most predictability findings are true' (JF: Insights & Perspectives)

Post-Truth-Finance. for panel on "the p-hacking debate" at FMA 2023

PBR. Publication Bias in asset pricing Research

garage. This is my garage. Sorry about the mess.

FF3-in-2023. Replicating Fama-French 1993 in the year 2023

qml-pub-bias. R