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Achievement: Arctic Code Vault ContributorAchievement: Pull Shark

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Achievement: Arctic Code Vault ContributorAchievement: Pull Shark

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gabbocg/README.md

Gabriel E. Cabrera Guzmán — empirical finance, Manchester, UK

Stata

Hi, I'm a Ph.D. candidate in Finance at Alliance Manchester Business School (AMBS), UK. My research examines how information is generated, extracted, and incorporated into asset prices, using empirical methods from asset pricing and financial econometrics. To address these questions, I combine structured and unstructured data with machine learning and computational methods to extract information from both market prices and firms' communications.

A few things here

forecastdom — conditional and unconditional forecast dominance tests.

sdim — supervised dimension reduction for forecasting.

pead — standardized earnings surprises from WRDS, end to end.

qkit / uomthesis — the Quarto templates I write everything in, thesis included.

py4fin — Introduction to Python for Finance (ENGIN604), course materials.

Repos named after a journal and year (e.g., IRFA-2024) contain code for published papers.

Elsewhere

website · google scholar · linkedin

Or an issue on any repository above.

Manchester, UK.

Pinned Loading

  1. sdim sdim Public

    An R Package for supervised dimension reduction

    R 3

  2. forecastdom forecastdom Public

    Tools for conditional and unconditional forecast dominance testing

    R 3 1

  3. qkit qkit Public

    A set of personal Quarto templates with RStudio integration

    TeX 1

  4. wspm wspm Public

    An R implementation of the noise-robust intraday jump test developed by Christensen el al. (2025, JFE)

    C++

  5. nbbo nbbo Public

    An R implementation that downloads and cleans millisecond TAQ data from WRDS

    R

  6. riskinfo riskinfo Public

    An R implementation of the risk information measure from Smith & So (2022, JAR), adapted for Analyst/Investor Day events

    R