My work on the replication of the results in the quantitative finance literature.

• Code: https://github.com/sgokhales/settling-the-size-matter
• Results/Blog: https://sgokhales.github.io/posts/settling-the-size-matter/

• Results/Blog: https://sgokhales.github.io/posts/can-etfs-be-used-to-exploit-country-and-industry-momentum/

• Results/Blog: https://sgokhales.github.io/posts/equity-returns-at-the-turn-of-the-month/

• Results/Blog: https://sgokhales.github.io/posts/momentum-has-its-moments/

• Code: https://github.com/sgokhales/when-equity-factors-drop-their-shorts
• Results/Blog: https://sgokhales.github.io/posts/when-equity-factors-drop-their-shorts/