Crypto Finance & Infrastructure
Bias-corrected asset pricing, market structure, and banking contagion in cryptocurrency markets — plus the open-source data infrastructure that makes the work possible.
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2 min read
Selected Projects
I enjoy making things. Here are a selection of projects that I have worked on over the years.
Factor Investing & Factor Timing
Methods for selecting, timing, and combining factors when the zoo is crowded, the cross-section is noisy, and estimation error dominates.
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2 min read
Political Finance
Using market prices to measure how political events and populist electoral shifts are priced into equities, volatility, and cross-country asset returns.
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2 min read
Risk-Adjusted Forecast Performance
Closing the gap between statistical forecast accuracy and the Sharpe ratio investors actually care about.
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2 min read
Uncertainty & Ambiguity in Finance
Measuring, pricing, and hedging the fact that investors do not know the true distribution of returns.
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2 min read