Event Study Cars Agent Skill
>- Complete methodology for computing publication-quality cumulative abnormal returns with proper event-study test statistics, matching the robustness of Kaspereit's eventstudy2 for Stata. Covers dateline construction, event-date mapping, estimation and event windows, thin-trading adjustment, OLS with Theil prediction error correction, abnormal return computation, CAR/CAAR/AAR accumulation, boundary contamination guards, and common tests such as Patell, BMP, Kolari-Pynnonen, generalized sign, Wilcoxon, and GRANK-T. Use when the user mentions abnormal returns, event windows, market-model regressions, CARs, CAAR, AAR, eventstudy2, thin trading, trade-to-trade returns, or event-study test statistics.
Install
one command, takes just this skill from the repositorynpx skills add https://github.com/kennethkhoocy/applied-micro-skills --skill event-study-carsOther skills for the same job
different authors, same section of the catalogue
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Expert guidance for systematic backtesting of trading strategies. Use when developing, testing, stress-testing, or validating quantitative trading strategies. Covers "beating ideas to death" methodology, parameter robustness testing, slippage modeling, bias prevention, and interpreting backtest results. Applicable when user asks about backtesting, strategy validation, robustness testing, avoiding overfitting, or systematic trading development.
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How to use it
Take kennethkhoocy/event-study-cars from the repository into ~/.claude/skills for personal
use, or into .claude/skills inside a project.
The agent identifies a skill by the name field in its header. Two skills with the
same name cannot sit side by side — one of them will be ignored.