event-study-engine
MITEvent study engine: compute excess returns at T+1/5/10/30/90/180 vs benchmark ETF. Aggregate by event type for backtesting.
100
Security score
0 known advisories in v0.1.0
Weekly downloads
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Unpacked size
6.8 kB
Dependencies
1
Last publish
2 months ago
Security advisories
No known vulnerabilities affect v0.1.0.