Backtests, data, and equity strategy ideas. Code when relevant.
Three portfolios’ performance across the full range of S&P 500 monthly returns, 1988 to 2026.
Using Detection-Controlled Estimation to recover hidden market crimes from observed prosecutions.
A monthly-rebalanced, equal-weighted portfolio of the top 30 highest-yielding US stocks benchmarked against the S&P 500.
One-week S&P 500 total-return outcomes after large single-day moves, 1988 to 2026.
A monthly-rebalanced, equal-weighted portfolio of the largest net-dollar insider buyers benchmarking against the S&P 500.
Classifying insiders as informed according to Cohen, Malloy & Pomorski (2012) routine/opportunistic insider split.
A copy-paste pipeline for pulling every Swedish stock since 2000, active and delisted, into one CSV.