Independent Research
Quantitative finance graduate exploring macro analysis, fundamental research, and systematic trading, with an eye toward working as an investment analyst.
Latest Work
Many investors believe commodities move like a wheel: whatever is beaten down will rise, whatever has risen will fall. We tested that belief on 798 months of commodity prices going back to 1960 and 162 months of Indonesian commodity equities. The wheel does turn, but only in the commodity price itself. Translated into a decision to buy the stocks, the hypothesis loses money.
About Me
I am a fresh graduate in Applied Mathematics with a focus on quantitative finance. My thesis used Hidden Markov Models to detect market regimes in cryptocurrency data, and I am now looking to apply that background as an investment analyst.
I care about getting the reasoning right, being honest about what the data does and does not support, and connecting quantitative methods to real investment decisions.
Full Profile →Research Focus
Quant Finance
Methodology
Data-Driven
Primary Asset
Crypto / Equities
Approach
Empirical