Blog

Case studies &
technical write-ups.

Notes on the methodology behind my econometrics, quantitative finance, and data science projects — written for anyone working on similar problems.

Econometrics6 min read

Building a Recession Probability Model with the Neftci Method and FRED Data

How I built a recession probability indicator in R using the Neftci method, FRED macro data, and Blue Chip survey forecasts.

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Quantitative Finance5 min read

Building a Treasury Portfolio Optimizer with Markowitz Theory and Streamlit

How I built a Treasury portfolio optimization tool using Markowitz mean-variance theory, Python, and Streamlit.

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Data Science5 min read

Forecasting S&P 500 Sector Earnings with Survey Data and Time Series Models

How I built a sector-level S&P 500 earnings forecasting model in R, combining time series methods with Blue Chip survey data.

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