Investment
Quantitative Research & Case Studies
Transparent, data-driven analysis of portfolio construction, macroeconomic risk, credit markets, and FX, built with open-source tools and real market data.
Case Study 01
The Illusion of Diversification
PCA · Eigenvalues · Python · FRED API
Using Principal Component Analysis to prove that a portfolio of six tech stocks is not truly diversified: it is a single bet on one dominant risk factor.
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Case Study 02
MemoThe Systematic Credit Risk Screener
Credit Analysis · Random Forest · ETL · PostgreSQL · scikit-learn
An ETL pipeline that pulls corporate fundamentals into PostgreSQL and trains a Random Forest to predict the 12-month probability of a credit rating downgrade, applied to travel & hospitality issuers.
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Case Study 03
MemoAutomated DCF & LBO Pipeline
DCF · LBO · pandas · Snowflake · Power BI
A Python script that algorithmically calculates DCF and LBO valuations for 500 companies, pushes outputs to Snowflake, and surfaces undervalued travel & hospitality targets via Power BI.
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Case Study 04
MemoFX Liquidity & Time-Series Arbitrage
FX · Tick Data · EDA · GARCH · Time-Series Regression
Exploratory data analysis on FX tick data to identify spread patterns, combined with a GARCH-based model to forecast liquidity drop-offs, with direct applications to travel-sector FX hedging.
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More coming soon
Momentum factor backtests · Carry trade analysis · Macro regime detection
Macro Mechanics
The Mechanics of Money: a nine-part series
How the machinery actually works: bond math, central bank operations, Japan’s debt trap, and the anatomy of the Swiss franc, with every article built on real, current market data.
Article 01
The Bond Seesaw
Why Prices and Yields Move in Opposite Directions
Article 02
The BOJ Loophole
How Japan Buys Its Own Debt Without Breaking the Law
Article 03
The Owe-It-To-Ourselves Myth
Why Higher Rates Still Crush the Japanese Government
Japan Macro Monitor
The Japanese Market at a Glance
Five years of the three series that frame our work in Japan: equities, the yen, and the long end of the government bond curve. Data through 2026-07-09.
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