Selected work

Projects

Questions about markets, explored through data and simulation. Each project includes the methods, the results, and the limits of what they tell us.

01 / Empirical research

Factor Zoo, But Honest

An equity-factor research engine that asks which signals survive careful testing. Explore predictive evidence, out-of-sample behavior, multiple-testing corrections, and the effect of trading costs.

CRSP daily data
20 signals
60 hypotheses

Explore dashboard GitHub

Factor Zoo research figure comparing test-period rank correlations across return horizons.

02 / Simulation research

Adverse Selection Lab

A controlled dealer-market simulation exploring how informed traders, spread width, and inventory management affect a market maker’s profit and risk.

Paired Monte Carlo experiments
3 quoting strategies
Fully synthetic market

Explore the project GitHub

Simulation results comparing inventory exposure and drawdown under fixed and inventory-skewed quotes.