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effective-number-of-bets
effective-number-of-bets PublicHow many independent bets does a 35-asset cross-asset ETF portfolio actually make? About four, not 35 — a pre-registered, falsifiable measurement study with no performance claims.
Python
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Open-Alex-Pipeline
Open-Alex-Pipeline PublicA lightweight Python pipeline that links UC Berkeley faculty to their OpenAlex author profiles, retrieves their publications, and summarizes journal activity — including FT Top-50 reporting.
Python
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backtest-search-cost
backtest-search-cost PublicHow much of a backtested Sharpe ratio is search? A study of the deflated Sharpe correction against 576 archived trials — including every configuration that lost.
Python
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