Here, I share a collection of self-written code snippets and tools, designed to replicate my research findings and/or support researchers and students in various computational tasks.
The site is a work in progress, with updates and new content added over time. Feel free to explore, learn, and integrate these tools into your own projects.
Happy coding!
Code for replicating "A Trend Factor for the Cross-Section of Cryptocurrency Returns" by Fieberg, Liedtke, Poddig, Walker, Zaremba (JFQA, Forthcoming) can be found here.
Code for implementing univariate portfolio sorts and calculating simple statistics can be found here.
Code for implementing cross-sectional regressions à la Fama and MacBeth (1973) can be found here.