What Investment Reporting Taught Me About AI at Work
Reporting projects in sovereign reserve management and private markets changed how I think about the role AI can play when people closest to a process help improve it.
Articles
Notes on markets, investment research and the questions that emerge when a plausible idea is tested against real data.
Why Plausible Investment Signals Fail Out of Sample
A plausible market story and a respectable backtest are not enough. The harder question is whether a signal adds information that survives out of sample.
Can Equity Markets Help Time Corporate Bond Allocation?
Equity and option markets contain forward-looking information about risk. My master’s thesis asked whether that information could improve allocation between high-yield and investment-grade corporate bonds.
When ESG Meets an Acquisition, What Does the Market Actually Price?
What a study of 328 US acquisitions reveals about environmental performance, M&A announcements and the limits of broad ESG signals.