Essays

Papers

Bayesian A/B Testing — 2026-04 — A writeup from CS 677 on running A/B tests the Bayesian way instead of with p-values.
Signal Combination — 2026-03 — Three ways the Silver Fund quant team combines alpha signals: Fama-MacBeth, mean-variance efficient, and Bayesian normal-normal weights.
Reversal Variations Research I — 2026-01 — Silver Fund research comparing five short-term reversal signals, including residualized, winsorized, and volume-conditioned variants.
Underdog Risk Premium — 2025-10 — Silver Fund research documenting systematic underpricing of high-probability contracts in Kalshi college football markets.
Momentum Variations Research IV — 2025-05 — Silver Fund research on idiosyncratic and volatility-scaled momentum built from CAPM, Fama-French, and Barra residuals.
Augmenting Financial Analysis With AI Agents — 2025-04 — Research with Porter Jenkins and Chuck Nadauld comparing AI agents against SaaS tools for percent-of-sales forecasting at small businesses.
Whole Share Constrained Portfolio Optimization — 2025-01 — A two-stage QP and MIQP framework for mean-variance optimization when you can only buy whole shares.
Predicting Stock Returns With Convolutional Neural Networks — 2024-04 — A CS 474 final project replicating a CNN that forecasts stock returns from price chart images.