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q-fin.TR2026
tse_tick: A Python Library for Parsing and Querying Nikkei NEEDS Tick Data from the Tokyo Stock Exchange
Kazumi Li, Masataka Hayashi, Teruo Nakatsuma +1
Tick-level trade-and-quote data for the Tokyo Stock Exchange is distributed through the Nikkei NEEDS service as thousands of zipped CSV archives spanning four data types with era-d…
stat.ME2026
Calibrated Horizon-Weighted Local Projection Designs for Markov Switchbacks
Makoto Nakakita, Teruo Nakatsuma
We study temporal assignment design for Markov switchback experiments when the reported object is a dynamic local-projection target. We develop a calibrated selector that chooses t…