Pre-registered falsification of the commodity carry premium (XS + TS) on 18 CME futures, 2010–2026 — design frozen before data; 0/2 arms promoted; four exchange-data identity traps documented along the way.
Hermes skill for Chinese commodity futures, A-share board/index, and market news data collection
期货期权统一信号仪表盘 (StatusHub)
Queue-aware commodity futures market microstructure research with order-book reconstruction, adverse-selection modeling, execution replay, and risk controls.
Satellite imagery, weather data, crop yields, and geopolitical events connected to commodity futures markets. Democratizing Bloomberg Terminal-level data for everyday people.
Cross-sectional commodity factor replication with dynamic universe, robustness tests, and multifactor portfolios
Goldman-style basis momentum replication and liquidity-ranked commodity futures extensions
A GARCH(1,1)-t forecasting model for ICE Coffee C futures, plus the 32-year, 10-model benchmark that motivated the volatility-model choice.
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