Quantitative financeProject record · Sep 2026

Quantitative Finance & Markets

A-share event, flow and intervention studies

Studies of market bottoms, public flow disclosures, IPOs, and observable policy-support signals, with rejected hypotheses retained.

PythonEvent studiesTushareTime-series analysisHypothesis testingStreamlitRobust statisticsInterpretable scoring
Why it sits here. Placed by the scope of implementation, the available contribution evidence, and the distinct technical capability it demonstrates.
06 / Two sides. One uncertain future.STUDY IN SPACE

01 / IMPLEMENTATION & CONTRIBUTION

What the work involves

Local experiment harnesses, reports, and a Streamlit scoring engine turn event, disclosure, and policy-support hypotheses into measurable tests.

Technical depth

Availability clocks, event and era definitions, frozen panels, feasible-trade constraints, robust ETF-flow proxies, missing-feed confidence, and converting informal mechanisms into measurable tests.

The project family

A_Share/SW_researchA_Share/hm_studyA_Share/ipo_studyalpha_testingchina_national_team_tracker

02 / RESULTS

What came out of it

The studies preserve rejected hypotheses and test the limits of disclosure following. A seven-component tracker scores observable policy-support patterns, with its synthetic demonstration labeled explicitly.

03 / SUPPORTING EVIDENCE

Follow the source

Implementation notes, project records, and supporting artifacts.

Source context & project scope

Report findings are dated and not independently reproduced. No financial figures promoted. Policy scores identify observable patterns, not actual buyer identity or intent. IPO listing returns do not establish achievable subscription returns.

Frozen episode study with per-mechanism status and corrected/retracted conclusions.

SOURCE · 2026-09-17

Documents negative results and execution limitations for disclosure-following hypotheses.

SOURCE · 2026-09-17

Empirical listing-day study; allocation probabilities and market eras are distinct.

SOURCE · 2026-09-17

Functions cover disclosure pulls, down-day events, seat composition and forward-return analysis; inspected via AST.

SOURCE · 2026-09-17

Defines observable proxy components, missing-feed handling and demo boundaries.

SOURCE · 2026-09-17

NationalTeamEngine and EngineResult source inspected via AST.

SOURCE · 2026-09-17
CONTINUE IN QUANTITATIVE FINANCE & MARKETS

Trading literature and falsification notebooks