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Liberation Day and After

Structural breaks in U.S. equity sector correlations after the April 2025 tariff shock.

Author · GTSF quant mentorship · Spring 2026 · GTSF (Georgia Tech Student Foundation)

Source

Demo walkthrough coming soon

Why I built it

I'm fascinated by how a single huge macro movement ripples through sectors and quietly reshapes market structure. The April 2, 2025 tariff announcement was a clean natural experiment: I wanted to see whether the correlations between equity sectors actually broke — structurally, not just noisily — in the days after, using the GICS sector ETFs against rates and volatility.

Stack

  • Python
  • pandas
  • Jupyter
  • Yahoo Finance
  • FRED
QuantDataApplied-Research
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