# Week 3: Publishing --- GitHub Pages, LaTeX, and Pull Requests ```{toctree} :maxdepth: 1 Week3/github_pages_preview.md Week4/intro_to_LaTeX.md Week4/latex_essentials.md Week6/GitHub_pull_requests.md ``` A pipeline's output has to land somewhere people can see it. Last week the pipeline learned to build its own notebooks and its own ChartBook site. This week is the publication end: GitHub Pages as the host for that site, and LaTeX for the PDF. The habit to build is treating a report not as a document you write once but as a **build target** the pipeline regenerates whenever the data changes. ## Announcements - **[HW 1](./HW1.md) is due next Tuesday, October 20,** at the start of class. This is the week to finish it: ask your questions tonight, because from here on the material is HW 2. - **[HW 2](./HW2.md) launches today,** due Tuesday, October 27, two weeks from tonight: the Treasury yield curve and the policy path, published as a ChartBook site on GitHub Pages and summarized in a PDF market brief. - **Project assignments.** Each group is emailed its assigned paper from the [Potential Final Projects](./FinalProject/potential_final_projects.md) list. If you have not submitted your preferences, do it today. - **Book your project consultation.** Each group meets with me once, in weeks 4 through 6, for feedback on its plan: [youcanbook.me](https://finm-32800.youcanbook.me/). ## Objectives - Publish a `docs/` folder as a live website: [Publishing to GitHub Pages](./Week3/github_pages_preview.md). - Write and compile LaTeX, and automate the inclusion of a figure or table so a PDF rebuilds itself from the pipeline's outputs: [Introduction to LaTeX](./Week4/intro_to_LaTeX.md) and [LaTeX Essentials](./Week4/latex_essentials.md). - Use the pull-request workflow: branch, PR, review, revise, merge ([GitHub Issues and Pull Requests](./Week6/GitHub_pull_requests.md)). - Explain how the Nelson-Siegel-Svensson model fits a yield curve to Treasury quotes, and how fed funds futures prices imply an expected policy path. ## Agenda Item 1: Publishing to GitHub Pages [Publishing to GitHub Pages](./Week3/github_pages_preview.md): how a `docs/` folder of static HTML becomes a live website (Settings → Pages → Deploy from a branch → `main` / `/docs`), and why your assignment repo must stay private while the site is public. The two steps compose: `chartbook build` produces `docs/`, Pages serves it. HW 2 Part 3 is exactly this, into a separate public repo. ## Agenda Item 2: LaTeX for PDF Reports ChartBook is the HTML half of report generation; LaTeX is the PDF half. - [Introduction to LaTeX](./Week4/intro_to_LaTeX.md) and [LaTeX Essentials](./Week4/latex_essentials.md). Compile the report templates from the [project template](./Week3/project_structure.md), in the project you scaffolded last week with `chartbook init`. - Work through the [`latex/` examples](https://github.com/finm-32800/inclass_examples/tree/main/latex) in the in-class repo, a progression from a five-line document through figures and tables, bibliographies, and Beamer slides. - **Demo:** the market brief in [`latex/08_handout`](https://github.com/finm-32800/inclass_examples/tree/main/latex/08_handout), built from a custom class file, whose charts and returns table are *generated by a Python script* and pulled in with `\includegraphics` and `\input`. The PDF rebuilds itself whenever the data changes. This is the same pattern the class report uses in week 6. *→ HW 2:* the same pattern on the yield curve. `task_generate_market_brief` writes the charts and tables, and `task_compile_market_brief` runs `latexmk` on `reports/market_brief.tex`. ## Agenda Item 3: Issues and Pull Requests [GitHub Issues and Pull Requests](./Week6/GitHub_pull_requests.md): how contribution works in the open-source world, and the workflow you will use for the collaborative report and for your final project. - Issues as the coordination layer: claiming work, scoping it, linking fixes with `fixes #123`. - The PR loop, demoed live: branch → commit → open a pull request → review comments → revise → merge. - Why maintainers protect `main` and require review, and how these mechanics let strangers collaborate safely on the packages we depend on. This is the "peer code review" that shows up in the job postings. ## Agenda Item 4: Launch HW 2, the Yield Curve and the Policy Path [HW 2](./HW2.md) is a multi-source pipeline that ends in a published website and a PDF. You estimate the U.S. Treasury yield curve with the Nelson-Siegel-Svensson model, following [Gürkaynak, Sack, and Wright (2006)](https://www.federalreserve.gov/pubs/feds/2006/200628/200628abs.html), the methodology behind the Fed's daily published curve, using the [`finm`](https://jeremybejarano.com/finm/) package for the fixed-income functions: - [CRSP Treasury Overview](notebooks/_01_CRSP_treasury_overview_ipynb.ipynb) - [Replicating GSW (2006)](notebooks/_02_replicate_GSW2005_ipynb.ipynb) Then you read the expected path of the policy rate out of 30-Day Fed Funds futures, the way the CME FedWatch tool does: - [30-Day Fed Funds Futures Data from Databento](notebooks/_01_fed_funds_futures_data_ipynb.ipynb) - [Replicating the CME FedWatch Tool](notebooks/_02_fedwatch_replication_ipynb.ipynb) The pipeline pulls from four sources (CRSP via WRDS, the Fed's published GSW series, ZQ futures from Databento, and FRED), and the deliverables are a ChartBook site on GitHub Pages and a one-page market brief on the Treasury curve, compiled from LaTeX. We launch it in class; you finish the `TODO`s and publish on your own. ## Final Project: The Two Steps The full procedure and rubric are in the [Final Project Instructions and Rubric](./FinalProject/final_project_rubric.md); we walk it in class. Two steps: 1. **Consultation.** One-on-one with me, [booked via youcanbook.me](https://finm-32800.youcanbook.me/), in weeks 4 through 6. Come ready to say what the paper is about, your data sources, and the product you will build: the new table or figure, and who would use it. 2. **Final presentation and oral defense**, week 10: the completed project, with each member individually quizzed. ## Looking ahead to Week 4 Week 4 turns the code itself into something installable and documented: **Python packaging and Sphinx**. [HW 3](./HW3.md) launches, an installable package that recovers option-implied crash probabilities from the volatility smile.