Featured Projects
Macro Sensitivity Analysis
Fama-MacBeth two-pass regression estimating the sensitivity of 316 U.S. financial and banking firms to macroeconomic factors. Implemented in R.
Algorithmic Trading Strategy
Development and optimization of the Donchian Channel Breakout Trading Strategy for the Ethereum Market (ETHUSDT).
Monte Carlo Simulation of the 2024/25 UCL Knockout Stage
Forecasting UEFA Champions League outcomes and developing an optimal betting strategy through Monte Carlo simulation and Elo ratings.
Research Projects
Empirically Assessing the Effect of the Arrival of New Technology on Incumbent Upgrades in the Fixed Broadband Market
Whether an incumbent cable operator is more likely to undertake a discrete network upgrade when fiber and fixed-wireless rivals enter, and whether that response depends on the entrant's technology and on the local market. Using eight semiannual vintages of the FCC's Broadband Data Collection (June 2022–December 2025), we observe whether Comcast reports symmetric-gigabit service — a proxy for DOCSIS 4.0 — across 13,499 census tracts in six states. Rival exposure is measured at Comcast's own serviceable locations and held fixed before DOCSIS 4.0 capability first appears; each state is estimated separately with tract and county-by-vintage fixed effects.
Land Finance in China
A comprehensive analysis of how the Chinese land finance system shapes the real estate market and potential future changes. This research project examines the intricate relationship between local government financing, land sales, and real estate development in China.
Macro Sensitivity Analysis
Fama-MacBeth two-pass regression estimating the sensitivity of 316 U.S. financial and banking firms to macroeconomic factors. Implemented in R.
Data Analytics Projects
Bayern Munich Managerial Regimes
Bai-Perron structural break tests applied to FC Bayern Munich match data to identify regime changes across managerial tenures. Write-up in progress.
Applying the Elo System to Soccer
Development of a predictive model that achieves 88% accuracy in forecasting match outcomes using the Elo rating system. This project demonstrates expertise in sports analytics and predictive modeling.
Algorithmic Trading Strategy
Development and optimization of the Donchian Channel Breakout Trading Strategy for the Ethereum Market (ETHUSDT).
Monte Carlo Simulation of the 2024/25 UCL Knockout Stage
Forecasting UEFA Champions League outcomes and developing an optimal betting strategy through Monte Carlo simulation and Elo ratings.