Open source AI market analytics
Event study, in your browser.
AI-detected market events, CAPM-based abnormal returns, statistical significance. No accounts. Free. Runs entirely on Cloudflare's edge.
1. AI-powered event detection
Pick a date. The AI lists the top market events around it. Choose one to analyse.
A past trading day.
Calls the platform's AI to identify high-impact events for this date.
2. Analysis windows
How much history to use for beta, how wide the event window is.
Trading days before the event window for beta estimation. Typical: 60-120.
Symmetric window. 5 means [-5, +5] around the event.
Used to estimate CAPM beta.
3. Assets
Pick what you want to test against the event. Add custom tickers freely.
Trade shock, key sector ETFs
Market indices
Cryptocurrencies
Popular stocks
Custom ticker search
4. Run the study
Fetches data, estimates CAPM, computes abnormal returns and CAR for every selected asset.
Results
Per-asset summary
| Asset | Beta | R² | Event AR | CAR | t-stat | p-value | Significant |
|---|
CAR comparison across assets
Correlation matrix, daily returns
AI market interpretation
Concise neutral analysis from the platform's AI proxy.