Projects
Selected work
Applied research and tools across markets, macro and data engineering. Each entry lists the method, the stack and where it stands.
| ID | Project | Method | Stack | Status | Link |
|---|---|---|---|---|---|
| P-01 | EPU vs. Risky AssetsHow Economic Policy Uncertainty relates to returns, volatility and risk premia across equities, commodities, crypto and rates, with crisis regimes. | Two-way fixed effectsEvent study | PythonPanel data | Complete | PDF → |
| P-02 | Pairs Trading: Correlation TestingStatistical tests for highly correlated S&P 500 pairs, with automated data collection and a factor-weighted personal portfolio targeting the Sharpe ratio. | CorrelationSharpeStat. testing | PythonPandasYFinance | Ongoing | Write-up pending |
| P-03 | Portfolio Optimization LabPortfolio construction under constraints, with drawdown controls and ranking-based selection workflows. | OptimizationDrawdown | Python | Write-up pending | — |
| P-04 | NYC Mobility DashboardTaxi, FHV, CitiBike and MTA data joined with weather and energy variables to study what moves demand across the city. | Data engineeringEDA | PlotlySQL | Demo pending | — |