Building at the intersection of investing, research, and institutional analysis.

Built a Temporal Fusion Transformer (TFT) to forecast short-horizon regional diesel prices. The model synthesizes macroeconomic indicators, weather proxies, and prediction market data to output quantile-based hedge thresholds, directly addressing the asymmetric tail-risk faced by logistics operators.

Analyzes the correlation between passive ETF investments and SPAC pricing, demonstrating how liquidity from funds like SPAK artificially inflates valuations and creates structural advantages for insiders over retail investors.

Built a macro strategy focused specifically on Powell mention markets, using transcript parsing, macro regime context, Bayesian updates, and event-driven probability adjustments to evaluate contract mispricing.

Researched tail-risk pricing in prediction markets, focusing on contracts where hedging demand and narrative attention can push implied probabilities above actuarial reality.

A game-theoretic analysis of deal certainty, signaling, and financing credibility in a contested acquisition setting, showing how a higher bid can still lose when the target discounts execution risk and closing uncertainty.