Researching Calendar Anomalies with Statistics
Investigate a calendar effect, test whether it survives out of sample, and measure whether trading costs erase the edge.
Run Python, change assumptions, inspect results, and learn how a trading hypothesis becomes evidence in a real research workflow.
returns = df['close'].pct_change()
signal = model.predict(features)
p_value = test(edge).pvalue
# test, challenge, refine
Notebook library
Every notebook is editable, executable, and designed around a real quantitative question.
Investigate a calendar effect, test whether it survives out of sample, and measure whether trading costs erase the edge.
Train an XGBoost model on calendar features, validate its predictions, and test whether the apparent edge remains after fees.
Launch a configured Python notebook directly in your browser.
Change the code, assumptions, features, and execution model.
Inspect the evidence and decide whether the result is robust enough to matter.