Historical work
ATR Event Study
- I investigated volatility expansion using Average True Range events.
- I compared event returns, market benchmarks and robustness checks.
- I documented the methodology and findings in analytical reports.
Data Analysis
Historical work
Historical work
Commodities & FX
- I analyzed international price parity and exchange rates.
- I compared commodity prices and purchasing-power indices using saved datasets.
- I prepared workbooks, data extracts and analytical reports.
Historical work
DJIA & Decile Backtest
- I examined stock events and cross-sectional investment outcomes.
- I compared decile returns with market benchmarks.
- I prepared an event-study report with performance exhibits.
Historical work
Martingale Monte Carlo
- I simulated a martingale roulette strategy under four scenarios.
- I evaluated bankroll constraints, stopping rules and outcome distributions.
- I documented assumptions, simulation results and statistical conclusions.
Historical work
Portfolio Risk (VaR, Hedging)
- I analyzed ETF portfolio risk and return optimization.
- I calculated VaR, CVaR and backtesting measures under alternative assumptions.
- I prepared editable risk models and analytical reports.