EPU vs Risky Assets
Regressions across equities, commodities, crypto, and rates — with crisis regimes.
Case Study →Quant • Markets • Research
Building research-driven tools for markets, risk, and decision-making.
I’m Rayner Lee — Quantitative Economics & Finance + MS Business Analytics. Here are selected projects across portfolio research, dashboards, and applied modeling.
SPX ▲
UST10Y
BTC
WTI
EPU
VOL
Projects
Selected work. Each card can link to a live demo, repo, or write-up.
NYC Mobility Dashboard
Taxi/FHV/CitiBike/MTA data stitched with weather and energy variables.
Live Demo →Portfolio Optimization Lab
Constraints, drawdown controls, and ranking-based selection workflows.
Write-up →Research
Working papers and short research notes.
Investor Adjustment After Monetary Policy Surprises
Behavioral response timing using high-frequency announcements and investor proxies.
How Economic Policy Uncertainty (EPU) Affects Risky Asset Pricing and Volatility
An event study analysis into the relationship between EPU and asset returns, volatility, and risk premia.
About
Short and finance-forward — what you do and how you think.
I’m a senior at Bentley pursuing Quantitative Economics & Finance, plus an MS in Business Analytics. I build research projects and models that connect macro signals to markets, with an emphasis on clarity, reproducibility, and decision usefulness.
More about me →Contact
Email is best. Add your LinkedIn + GitHub for quick recruiter checks.