Replication archive for "An Axiomatic Theory of Pricing Kernel Selection" (Feys 2026)

This archive contains the data, code, and precomputed outputs needed to reproduce every numerical result in Section 9 and Appendices A and B of "An Axiomatic Theory of Pricing Kernel Selection" by Frank M. V. Feys (2026). It includes end-of-day option chains for SPY, QQQ, GLD, and TLT (30 June 2026), three years of daily prices for the rolling-window physical-measure estimation, a weekly historical panel of SPY+QQQ option closes for the stability check, and seven self-contained Python scripts that reproduce Tables 4, 5, 6, and the two appendix tables. See README.md inside the archive for full methodology.