Data and Code

“Retail Trading in Options and the Rise of the Three Big Wholesalers”:

• Full replication package

“Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models”:

• Full replication package (4.56GB, includes posterior draws and usage example)
• R package “Bayesian Factor Zoo”

“Forest Through the Trees: Building Cross-Sections of Stock Returns”:

• Codes
• Characteristic data