event-study-engine

Run simple event studies against a benchmark ETF using public market data.

Features

• standard T+1, T+5, T+10, T+30, T+90, and T+180 windows
• excess-return calculation versus a benchmark
• aggregation by event type
• lightweight dependency model

Install

npm install event-study-engine

Usage

import { runEventStudy, aggregateEventStudy } from "event-study-engine";

const single = await runEventStudy("HON", "2026-01-15", "XLI");

const aggregates = await aggregateEventStudy([
  { ticker: "HON", date: "2026-01-15", type: "earnings" },
  { ticker: "ROK", date: "2026-02-10", type: "guidance" },
]);

Notes

• Uses market-data-lite for public price history
• Intended for lightweight analysis, prototypes, and research tooling
• Not investment advice