data: market/industry series for the event study — sector ETFs and telehealth/RPM/care-management tickers into market.series #797

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kert · 2026-09-22T20:41:10Z

kert commented

2026-09-22 20:41:10 +00:00

Split out of #696. The event-study notebook (notebooks/event_study.py, merged 8a0bedc) covers utilization (pfs.utilization), clinical-staff wages (bls.oews) and health-care employment (bls.ces); the market/industry panel the spec asks for (§P50: sector ETFs such as XLV; telehealth / RPM / care-management tickers) is not on file because no keyless quote source is reachable from the rack: Yahoo's chart endpoint returns an empty body and stooq times out (probed 2026-09-22).

Scope: pick a source with a key or a reliable free mirror (Alpha Vantage / Tiingo with a key in .env, or FRED for index-level series), ingest monthly adjusted closes into market.series(series_id, symbol, source, year, month, value, item_key) with one bib Source per symbol and cms.ingest_log rows, add stack market --write, and add a section to the event-study notebook that runs pfs.event_study.pre_post on the symbol series around each exposure (no control set — market series are not code-specific; say so like the wages panel does).

Done when the notebook's market panel renders for the CCM 2015 and APCM 2025 fixtures in the nightly notebooks-integration run, with provenance.

Split out of #696. The event-study notebook (`notebooks/event_study.py`, merged 8a0bedc) covers utilization (`pfs.utilization`), clinical-staff wages (`bls.oews`) and health-care employment (`bls.ces`); the market/industry panel the spec asks for (§P50: sector ETFs such as XLV; telehealth / RPM / care-management tickers) is not on file because no keyless quote source is reachable from the rack: Yahoo's chart endpoint returns an empty body and stooq times out (probed 2026-09-22). **Scope:** pick a source with a key or a reliable free mirror (Alpha Vantage / Tiingo with a key in `.env`, or FRED for index-level series), ingest monthly adjusted closes into `market.series(series_id, symbol, source, year, month, value, item_key)` with one bib Source per symbol and `cms.ingest_log` rows, add `stack market --write`, and add a section to the event-study notebook that runs `pfs.event_study.pre_post` on the symbol series around each exposure (no control set — market series are not code-specific; say so like the wages panel does). **Done when** the notebook's market panel renders for the CCM 2015 and APCM 2025 fixtures in the nightly notebooks-integration run, with provenance.

kert added the notebooks data labels 2026-09-22 20:41:10 +00:00

kert added this to the P50: Legal epidemiology — outcome series around code-family events (utilization, BLS wages, industry markets) milestone 2026-09-22 20:41:56 +00:00

kert referenced this issue

2026-09-22 20:41:56 +00:00

notebooks: event-study — pre/post windows around code-family exposures with control sets, plus market/industry series #696

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Reference: homelab/stack#797