Research Methods
Make windows, definitions, missing observations and revisions explicit enough to reproduce a result.
Selecting correlation windows for cross-asset research
Choose return frequency, estimation windows, timing alignment, and sensitivity checks without selecting the most persuasive correlation after the fact.
Return definitions that make cross-asset comparisons meaningful
Calculate price, income, currency, real, and futures returns using compatible denominators and compounding conventions.
Missing data and market calendars in cross-asset studies
Handle closures, unavailable releases, stale quotes, and asynchronous observations without manufacturing zero returns or future information.
Revisions and vintages: reconstructing the historical information set
Separate reference periods, release histories, source corrections, and methodological changes when studying macro and cross-asset relationships.
A reproducible process for cross-asset research
Move from an economic question to a documented dataset, bounded analysis, independent reconstruction, and a carefully limited research conclusion.
Interpreting cross-asset research charts critically
Read definitions, scales, transformations, sample choices, and uncertainty before accepting a chart's implied economic story.