Common Metrics

Welcome to Common Metrics – a platform dedicated to sharing my current projects, ideas, and tools in a transparent and accessible way.

My name is Julian Müller. Through Common Metrics, I aim to document and share my work across various areas of applied statistics and economics. This includes:

• A transparent overview of my portfolio and the trading strategies it implements.

• Blog posts on statistical topics such as Markov Switching Models or the development and documentation of my own R package, MSARM, for estimating such models.

• Replication attempts of interesting academic papers, where I assess the robustness and reproducibility of published results.

No matter what you background is you’re welcome to give feedback regarding the blog posts or the website in general. You can find more about me in the “About Me” section.