Musings


Thoughts on data, finance, and code

Juggling a full-time career with a PhD

Various things I learned the hard way


My PhD Thesis

The Battle of the Models: Modern Takes on Traditional and Machine Learning Techniques in Empirical Finance


Paper implementation: 'The role of central bank capital revisited'

I implement a Monte Carlo analysis of the central bank model from Bindseil, Manzanares, and Weller (2004) in Python.


Cryptocurrency Asset Pricing

I apply empirical asset pricing techniques to study the cross-section of cryptocurrency returns.


Horses for Courses: A Systematic Betting Strategy

I develop a systematic strategy for betting on horse racing.


Global Trade Surpluses

I investigate the United Nations Global Economic Trade data, particularly looking at surpluses given the current global trade tensions.


Can We Predict Australian Rainfall?

I build a simple LSTM model to forecast Australian average rainfall patterns.


Home Credit Default Risk Kaggle Competition

Basic approach to a Kaggle competition!


Textual Analysis of The Office (US) Transcripts

I apply textual analysis techniques to analyse every line from The Office (US).


A Primitive CryptoCurrency Trading Strategy

I investigate some mildly outdated cryptocurrency data and implement a primitive trading strategy.