Replicate Post-Earnings Announcement Drift (PEAD)
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Aug 6, 2022 - Stata
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pead
Here are 5 public repositories matching this topic...
🏆 1st Place — 2026 UMN FMA Quant Trading Competition. Event-driven PEAD equity trading bot. Live-traded on Alpaca with 0.00% max drawdown.
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Jun 22, 2026 - Jupyter Notebook
This repository explores whether earnings surprises predict stock returns in US markets (2000–2023). It uses an event study approach and tests for abnormal returns under different asset pricing models. It also runs regressions to see if earnings surprises predict returns beyond firm-specific factors.
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Oct 13, 2025 - Jupyter Notebook
Minimal PEAD (post-earnings announcement drift) backtest using Wharton Research Data Services (IBES + CRSP) — Python pipeline for research & plots.
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Sep 4, 2025 - Python
코스피·코스닥 알파 리서치 — 개별 트레이드 분포·walk-forward·랜덤 음성대조를 강제하는 검증 가드레일과 정직한 부정 결과 (Honest quant alpha research with enforced backtesting guardrails)
python pandas quant quantitative-finance accumulation backtesting overfitting stock-screener supply-demand kospi kosdaq alpha-research walk-forward pead wyckoff korean-stock korean-stocks deflated-sharpe
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Aug 1, 2026 - Python
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