Projects

The following are projects that I am/was engaged in.

Ongoing

  • Business Cycle Watch:
    A monthly report on the global economy and financial markets.
  • All about collateral and reserves:
    A three-article series about the upcoming quantitative tightening, that also combines a list of resources that helps learning more about collateral and central bank reserves. It, possibly, will be expanded and include more articles beyond the 2022 QT.
  • Yields & Spreads:
    A page that follows all important fixed income rates and spreads. Mainly USD-denominated.
  • econ-db:
    A python project that fetches all sorts of economic data from official sources. Some scripts use APIs, some scripts scrap and clean HTML or excel tables. It is very useful in my own macro analysis workflow.
  • Dissertation:
    Scarcity channel of Quantitative Easing: Examining the Overnight Treasury Repo Market in the US.

Completed

  • Investigation of economic fluctuations in the interwar USA.
    Using a VAR model in the AS-AD framework with IP and CPI time-series to estimate what was the main driver of high price volatility in years 1919-19. Demand shocks or supply shocks.
  • Modeling lombard lending values:
    I and a colleague did a credit risk project of estimating haircuts on Swiss blue-chips stocks for lombard lending purposes.
  • Temporal Bow-Tie Component Analysis of the Bitcoin Network:
    A data science project that tested whether the bitcoin network fits the bow-tie structure.
  • Commodity trading project:
    Trading lumber futures, oil futures and semiconductor equities during the 2021 commodity super cycle (demo account, group project).
  • PhD research proposal:
    Using swap spreads to measure a balance sheet space of commercial and dealer banks.
  • Corporate governance framework of "Chocoladefabriken Lindt & Spr√ľngli AG":
    A group project of analyzing the firm's strategy, shareholder structure, board of directors and value reporting
  • Bank's equity valuation:
    Valuation of Barclays PLC (the backbone of my undergraduate thesis)