Skip to content
All projects
PersonalShipped

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

The April 2, 2025 tariff announcement was a clean natural experiment. I wanted to see whether the correlations between equity sectors actually broke in a structural way, not just noisily, in the days after. I tested it with the GICS sector ETFs against rates and volatility.

Stack

  • Python
  • pandas
  • Jupyter
  • Yahoo Finance
  • FRED
QuantDataApplied-Research
Back to all projects