Questions first. Evidence throughout.
My work connects applied economics with quantitative research: who responds to an incentive, how data revisions affect a forecast, why mortgage loans stay in place, who bears a tariff, how much edge order flow carries, and whether factor premia hold across emerging markets, prediction markets, and crypto perpetuals.
All eight studies are consolidated into the unified open-economic-quant monorepo, backed by oeq-core v0.2.0 (shared Empirical Bayes shrinkage, Ledoit-Wolf covariance, Newey-West HAC, Politis-Romano bootstrap, and Deflated Sharpe Ratio primitives) and a live out-of-sample daily trading monitor tracking 105 crypto perpetuals and 49 US-listed emerging/developed market ETFs.
Each study starts with its central question and a plain-language conclusion. The figures show the supporting results; the notes explain the research design, assumptions, and remaining uncertainty. Exact values and published sources sit beside the charts.
The website is a guided introduction to the research. The interactive Space lets you compare metrics, inspect simulation scenarios, and browse the public evidence. Source repositories contain the methods and reproduction routes.
Inspect the live daily trading monitor → · Explore the research studies →