Niantic, Connecticut, United States
Fixed Income and Macro
Worked on my senior thesis under Professor Moskowitz: "Skill or Luck? An Evaluation of GMs’ Drafting and Trading Ability". This thesis seeks to understand the persistence, existence, and decomposition of drafting and trading skill (both minor and major league), "alpha", and luck among GMs in baseball history.
Working with Head of Ellington Research Dr. John Geanakoplos and Dr. Zeldes to help build a microsimulation model of the US Social Security system, by tracking the simulated earnings, contributions, and benefits of workers over their lifetimes. Also worked on my senior thesis under Professor Geanakoplos: "Understanding the Black Box of Monetary Policy’s Credit Channel". This thesis seeks to understand and economically model the mechanisms, magnitudes, and heterogeneity through which monetary policy operates into household and firm credit behavior.
One of 13 undergraduates selected to represent Yale for the Fed Challenge Competition. Perform monetary policy analyses and present a simulated Fed policy to the Bank of Boston under various statistical and financial analysis techniques (Vector Autoregression, ANOVA, ANCOVA, Ridge and Lasso Regression, etc). I am particularly interested and involved with tracking the Fed's relation to the financial, labor, and international markets.
As a member of Yale SOM Associate Dean Sonnenfeld’s research team I am a part of three projects. I am currently involved with the CT Pension Asset Reallocation Team, where I analyze other state pension funds, high-return alternative asset classes, and am building an optimized asset allocation framework for the CT Pension Fund. The second project I was involved with was Dr. Sonnenfeld's Russia research team, where I collected primary and secondary sources to analyze Russia's asymmetric trade relations with the West. Finally, I was a member of Dr. Sonnenfeld’s research team on activist investors’ poor returns (focused on Nelson Peltz). This work was published in Fortune.
Assisted desks’ idea generation and day-to-day trading/investing processes across different specializations, instruments, and geographies/markets. Particular focuses were allocated to macroeconomic events, carry, and relative value strategy generation.