event-etf-study

To build an event-study ETF dashboard, this workflow maps event triggers to concept stocks via ifind, computes market-cap and equal-weighted NAV time series, and renders an interactive HTML dashboard. You simply modify the event dates and constituents in the analysis template before running.

Concept stock identification for an event-driven ETF uses the ifind concept universe to map event triggers to relevant stocks. The workflow then uses these identified stocks as constituents to construct a tradable ETF and calculate its total market cap.

The best way to calculate market-cap weighted NAV time series is to identify concept stocks, acquire their market data, and compute weighted valuations. This workflow generates both market-cap and equal-weighted NAV series alongside reproducibility artifacts for auditing.

Yes, you can use ifind and mshtools for data acquisition during concept ETF NAV construction. The workflow integrates these tools to retrieve constituent market data, which is then used to compute the total market cap and render the interactive dashboard.

To ensure reproducibility in event-study ETF analysis, the workflow hard-codes generated_at, language, and event-date provenance into standard artifacts. It also explicitly documents all assumptions, limitations, and data sources used during the concept stock mapping and NAV calculation processes.

Limitations of the concept stock approach for ETF research include dependency on the ifind concept universe for accurate stock mapping and data availability via mshtools. The workflow explicitly documents these limitations and assumptions within its reproducibility artifacts for audit purposes.