He uses large-scale datasets, market microstructure analysis, causal methods, and machine learning to study financial markets and digital behavior. His research covers prediction-market order books, options and volatility, asset allocation, synthetic consumer populations, online attention, and consumer protection in algorithmic markets.
Papers are available on SSRN and arXiv and indexed by Google Scholar and ResearchGate; the full publication record is on Research. Essays and open-source projects are read by portfolio managers, CTOs, founders, and researchers.
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