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salience-factor-model
salience-factor-model PublicA Python-based asset pricing project that constructs and tests a Deviation Salience (DS) factor, capturing how relative return divergence from peer stocks drives short-term momentum and reversal pa…
Python
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FilingDiff
FilingDiff PublicFilingDiff transforms SEC 10-Qs, 10-Ks, and 8-Ks into polished equity-research reports. Pulls EDGAR submissions + XBRL companyfacts, parses press-release exhibits, extracts revenue/margin/cash dri…
Python
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DeviationSalience-ShortTermMomentum-Reversal
DeviationSalience-ShortTermMomentum-Reversal PublicA replication-and-extension project that adapts the deviation salience (DS) model of Chen, Wang & Yu (2024), "Salience and Short-term Momentum and Reversals," from the U.S. market to China A-shares…
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