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Matt Barry's Projects

pbo icon pbo

Probability of Backtest Overfitting

pomo icon pomo

NYFRB POMO Performance Analysis

sparta icon sparta

SPARTA is a library that provides the basic blocks for building high-performance static code analyzers based on Abstract Interpretation.

stressr icon stressr

Fetch and plot financial stress index and components

usfrbcp icon usfrbcp

US Federal Reserve Bank Commercial Paper

ustyc icon ustyc

US Treasury yield curve data retrieval

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