Report library
Every report specification in the library, each with a sample-data workspace. Search by ID or title, filter by category and chart type, or start from a product workbench.
1,184 report specifications: 1,000 in the 20-category catalogue and 184 across 19 product workbenches.
| ID | Title and research question | Category | Chart | Priority | Data |
|---|---|---|---|---|---|
| VOL-016 | Volume Price Trend What is the cumulative direction of volume-weighted returns? | Volume and liquidity | Line | Catalogue #878 P4 | Sample |
| VOL-018 | Positive and negative volume index comparison How does cumulative price movement differ between high-volume and low-volume days? | Volume and liquidity | Line | Catalogue #879 P4 | Sample |
| VOL-029 | Trading volume variability Is trading activity so erratic that it is hard to estimate? | Volume and liquidity | Line | Catalogue #882 P4 | Sample |
| MAC-004 | Yield curve mid-section curvature Is the medium-term yield above or below the line connecting the short and long ends? | Macro, FX and crypto assets | Line | Catalogue #900 P4 | Sample |
| OPT-015 | Risk reversal skew history How has the market's relative pricing of upside versus downside changed? | US options | Line | Catalogue #901 P4 | Sample |
| ETF-046 | ETF assets under management change tracker How has fund AUM changed since the self-built snapshots began? | ETFs and funds | Line | Catalogue #909 P4 | Sample |
| MAC-017 | Official reference rate vs. market exchange rate How large is the gap between the reference fixing and the end-of-day market exchange rate? | Macro, FX and crypto assets | Line | Catalogue #926 P4 | Sample |
| MAC-009 | Bank reference rate vs. government bond yield spread How does the premium of the euro bank funding reference over the same-maturity government bond yield change? | Macro, FX and crypto assets | Line | Catalogue #936 P4 | Sample |
| EVT-041 | Insider reported holdings trajectory How do one person's reported holdings snapshots change over time? | Corporate events and insiders | Line | Catalogue #948 P4 | Sample |
| QNT-020 | Pair cointegration stability Do historical pair relationships often break down? | Quant strategies and backtests | Line | Catalogue #951 P4 | Sample |
| QNT-023 | Turn-of-month effect Are returns over the days around a month change abnormal? | Quant strategies and backtests | Line | Catalogue #952 P4 | Sample |
| QNT-043 | Strategy return autocorrelation Do strategy returns tend to persist or reverse? | Quant strategies and backtests | Line | Catalogue #958 P4 | Sample |
| RSK-014 | Rolling skewness Are recent returns skewed toward sharp falls or sharp rises? | Risk and drawdown | Line | Catalogue #960 P4 | Sample |
| RSK-015 | Rolling excess kurtosis Are extreme moves more frequent than a normal model implies? | Risk and drawdown | Line | Catalogue #961 P4 | Sample |
| RSK-036 | Normal vs historical VaR comparison Does assuming a normal distribution underestimate the tail? | Risk and drawdown | Line | Catalogue #965 P4 | Sample |
| RSK-037 | EWMA volatility vs simple volatility How does weighting recent moves more heavily change the risk estimate? | Risk and drawdown | Line | Catalogue #966 P4 | Sample |
| VOL-039 | Share dilution and turnover rate bias How much does using outdated share counts distort the turnover rate? | Volume and liquidity | Line | Catalogue #979 P4 | Sample |
| VOL-042 | Square-root impact cost scenario What model cost could a larger single order bring? | Volume and liquidity | Line | Catalogue #980 P4 | Sample |
| VOL-043 | Spread estimated from daily high-low How does a spread proxy estimated from daily data alone change? | Volume and liquidity | Line | Catalogue #981 P4 | Sample |
| VOL-044 | Roll effective spread proxy Can a price series provide a rough proxy for the spread? | Volume and liquidity | Line | Catalogue #982 P4 | Sample |
| VOL-045 | Trading volume autocorrelation Does heavy trading carry over to the next day? | Volume and liquidity | Line | Catalogue #983 P4 | Sample |
| RSK-032 | Omega return-threshold ratio How do upside and downside compare across different return thresholds? | Risk and drawdown | Line | Catalogue #996 P4 | Sample |
| RSK-033 | Pain index and pain ratio Is the average drawdown adequate relative to the return? | Risk and drawdown | Line | Catalogue #997 P4 | Sample |
| RSK-038 | Parkinson high-low volatility How much does volatility estimated from high and low prices differ from the close-to-close method? | Risk and drawdown | Line | Catalogue #998 P4 | Sample |
Priority is a planning estimate from the original specification workbook, not popularity or performance. Catalogue reports are ordered 1–1,000; product reports are ranked only within their own workbench.