Quantitative researcher in Amsterdam. PhD in Politics and International Studies (Warwick, 2026), empirical econometrics on panel data, now applied to financial market data.
optimal-vs-naive-diversification. A replication of DeMiguel, Garlappi and Uppal (2009) on Ken French's data, against bands fixed before the code ran, and their question put to a long-only index-tracking mandate on 49 industries from 1979 to 2026, comparing five covariance estimators on realised tracking error. Sixteen notebooks, 105 tests and an eleven-page note.
Dashboard ↗ · Note (PDF) ↗ · Project page ↗
paper1-hazard-exposure-data. An ownership graph linking 328 listed companies to the 5,115 tracked assets they own, built from Global Energy Monitor's free tracker and published with its code before any analysis.
It carries a measurement note on the data underneath it: of 19 apparent ownership changes checked by hand against exchange filings, company statements and press releases, 12 had no corporate event behind them.
One return test was specified and set aside before it ran, on a power calculation published in the repository. A second was pre-registered, run, and reported with the minimum detectable effect that makes it readable.
volatility-managed-portfolios. A replication of Moreira and Muir's volatility-managed portfolios and of the real-time critique on Ken French's factors, then the months after the paper's sample. In build: the data and the signal are in place, and nothing in it is a result yet.
rules-based-portfolio. Runs a small real-money portfolio under rules published before the first order: two UCITS ETFs at 70/30, a monthly cycle with pre-trade checks, look-through exposure and ex-ante risk on a public dashboard.
Causal inference with panel data, econometrics, survey experiments, geospatial analysis. Python, R, SQL, Stata.