Founder, StatGazer LLC — independent model validation and statistical consulting. New York, operating globally.
Building mathematical infrastructure for markets and digital coordination systems.
I reproduce model results before capital, a committee, or a journal depends on them: backtests, forecasting and risk models, and research statistics. Founder-led, NDA-first, evidence over opinion. Prices, scope, and the public review standard: statgazer.com.
Runnable public work
- Common_Risk_Factors_in_Cryptocurrency — reproducible R pipeline for cryptocurrency return factors
- research-bim-financial-results — DCF, Monte Carlo, meta-regression and real options in R (MIT)
- Financial_Econometrics — teaching repository: returns, volatility, CAPM and multifactor models, Bayesian GARCH
- financial-risk-management — VaR and Expected Shortfall three ways, in R
Teaching econometrics, statistics, R, Python, and financial engineering since 2006.