Code

My publicly available code is distributed through GitHub. You can also find some of my tutorials on my blog, Vincent Codes Finance.

Select Projects

• MeatPy
  Market Empirical Analysis Toolbox for Python. The goal of this project is to provide a standard framework for processing and analysing high-frequency limit order book data.
• Price Revelation from Insider Trading: Evidence from Hacked Earnings News
  Code from the paper Price Revelation from Insider Trading: Evidence from Hacked Earnings News, Journal of Financial Economics, Volume 143, Issue 3, 2022.
• How is Earnings News Transmitted to Stock Prices?
  Code from the paper How is Earnings News Transmitted to Stock Prices? Journal of Accounting Research, Volume 60, Issue 1, 2022.
• daflip CLI tool to convert data files between different formats (SAS, CSV, Excel, JSON, Parquet, etc.)