Sebastian Stöckl

Assistant Professor @uni_li || Innovative Finance (ML, Cryptoassets, ESG), Portfolio Formation & Asset Pricing

[Alejandro Lopez-Lira @alejandroll10]

Fantastic location for a conference! ⛰️🏞️🚠🚵‍♂️🧗
Alpine Finance Summit

[Sebastian Stöckl @StoecklSeb]

@alejandroll10 New to me, too! Thanks for posting this. Unfortunately, its only available for paid members. Is there another source?

[Sebastian Stöckl @StoecklSeb]

Tomorrow, Paul Schneider from
@USI_university will present his paper "Conditional Factor Models: First Order vs. Higher Orders" (joint work with Mirela Sandulescu and Michael Weber) in our #financeresearchseminar at @uni_li at 17:00 in S2! You are welcome to join!!

[Sebastian Stöckl @StoecklSeb]

@achenfinance I totally agree!

[Sebastian Stöckl @StoecklSeb]

Excited to be in beautiful San Antonio to connect and exchange ideas with fellow deans about the future of education in the @AACSB community #AACSBDeans

[Matthias Hanauer @HanauerMatthias]

Great idea by @AdamZaremba! He got #ChatGPT from @OpenAI as one of his co-authors to write on the #future of #finance research!

[Sebastian Stöckl @StoecklSeb]

@mdancho84 @hadleywickham Hi @mdancho84 it works flawlessly for me. But what happened to me before is, that the server gets you blacklisted really quick for trying too many times.

[Sebastian Stöckl @StoecklSeb]

@hadleywickham Cryptocurrency data on https://t.co/BxdKVWgglA is such a bugger, especially for bitcoin the "load more" loop is almost infinite. Note that this can be scraped in a different way, as is made available in my crypto2-package.

[Sebastian Stöckl @StoecklSeb]

Find more results on Funds and Indices as well as the 2020 #presidentialelection on https://t.co/iD2oFZhQZs 8/8

[Sebastian Stöckl @StoecklSeb]

❓ Interested in which stocks are going to profit the most from the outcome of tonight's #congress #election ❓A thread 1/8

[Sebastian Stöckl @StoecklSeb]

To prove that the identification works out-of-sample, we are able to generate a Sharpe Ratio >3 in our backtest. 7/8

[Sebastian Stöckl @StoecklSeb]

@HanauerMatthias @OxfordFrom I was just about to share the same table ;-)

[Sebastian Stöckl @StoecklSeb]

I have just implemented a major update: Now fils come as *tibbles* or *xts*!
Als there is a new website at https://t.co/0JeKBiTkhh (Thanks #pkgdown)
#openscience #assetpricing #famafrenchdata #kennethfrenchwebsite #RStats

[Sebastian Stöckl @StoecklSeb]

Do/are you:
-often use Fama-French Asset Pricing datasets?
-bother bay having to manually download those files?
-mind meddling with their complicated structure?
If *yes* use my free R-package *FFdownload* (available on #cran and #github)

[Sebastian Stöckl @StoecklSeb]

Tomorrow, Prof. Dr. Raimond Maurer from @goetheuni will present his paper "Life-Cycle Portfolio Choice with Stock Market Loss Framing: Explaining the empirical evidence" in our #financeresearchseminar at @uni_li at 17:00 in HS5! You are welcome to join!!