Popular repositories Loading

1. personal-website personal-website Public

   Developed the dashboard prototype as part of Vancouver's first Cursor community workshop.

   HTML

2. spark-spread spark-spread Public

   A U.S. state-level spark spread analysis using plant-level heat rates and EIA wholesale electricity and natural gas prices, examining cross-state differences and seasonal patterns in generation mar…

   R

3. kyles-lambda kyles-lambda Public

   An implementation of Kyle’s (1985) lambda to estimate price impact and market liquidity, using transaction-level data to quantify how order flow translates into price movements.

   Jupyter Notebook

4. coffee-futures coffee-futures Public

   An empirical study of coffee futures markets examining price dynamics, volatility, and term-structure behavior, with emphasis on how market conditions shape risk and return patterns in agricultural…

   Jupyter Notebook

5. chilean-energy-transition chilean-energy-transition Public

   An econometric replication and rural-focused extension of Fercovic et al. (2024) examining household energy use in Chile, with emphasis on fuel substitution, welfare, and rural–urban differences in…

   R

6. mean-reversion-spread-trading mean-reversion-spread-trading Public

   A systematic analysis of mean-reverting price spreads using hedge-adjusted relative value signals, with a focus on identifying periods of divergence and convergence in closely related futures markets.

   R