Models built to answer financial questions.
Selected work across equity research, structured credit, derivatives, factor investing, and digital assets.
Institutional Equity Valuation
An end-to-end research system that turns SEC filings and market data into forecasts, valuation models, investment memos, and thesis diagnostics.
- SEC XBRL
- DCF
- Comparable Companies
- Python
- Investment Research
Macro-PCA Portfolio Engine
A macro regime-detection and tactical allocation engine that compresses high-frequency economic indicators into a lag-aware portfolio signal.
- PCA
- Macro Research
- Regime Detection
- Portfolio Strategy
- Python
Digital Asset Valuation
A reproducible research program testing whether token design, usage, supply, liquidity, security, and reserve quality explain digital-asset valuation and risk.
- Digital Assets
- Stablecoins
- Panel Data
- Research Design
- Python
Structured Credit Risk
A simulation framework for correlated defaults, tranche cash-flow waterfalls, expected losses, and risk-adjusted returns across a speculative-grade bond portfolio.
- Monte Carlo
- Structured Credit
- Cholesky
- Risk Modeling
- Python
Basket Option Pricing
A seller-side pricing and hedging study for a correlated NVDA–MSFT basket option, combining Monte Carlo fair value with static replication and tail-risk analysis.
- Derivatives
- GBM
- Static Replication
- VaR
- Hedging
Multi-Factor Equity Portfolio
A transparent long-short U.S. equity backtest designed around point-in-time fundamentals, realistic implementation constraints, and defensible validation.
- Factor Investing
- Backtesting
- Portfolio Construction
- Python