Insanity Unhinged
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Academic  Research  Projects

The flow of Information in (and among) ETFs
with Jeff McMullin​ (IU Kelley)
Currently ongoing project
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Price Leading and Headlines
Currently ongoing project
Implementation of news data to test price discovery methods, as well as to propose a new price discovery method
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What is the Long-run, Big Picture of Equity Price Discovery?
with Craig Holden (IU Kelley) and Jayoung Nam (SMU Cox)
Currently ongoing project
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Estimation of a Cointegrated Continuous State Markov Model in High Frequency Markets
​Currently ongoing project
Application of methods less common in econometrics to implement a realistically random regime switching VECM
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The Efficiency of Liquidity Resiliency PDF
MS Economics Thesis (July 2017)
Analysis of the efficiency of liquidity of US stocks

 Reanalyzing The Political Stability of Britain' s Democratization  PDF 
MS Financial Economics Thesis (May 2016)
An analysis of political stability during major 19th century British government reforms using bond yields
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Code  Dev  Projects

statmi                                              GitHub repository (under construction)
Python ​information theory package for use in statistics, machine learning, data analysis, econometrics, etc.
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