About the Research
I write about the forces that move markets and the mechanisms beneath them.
I’m a Senior AI & Machine Learning Engineer and Quantitative Researcher with a background in artificial intelligence, statistical modelling, and financial markets. My work combines technical research with practical applications, from developing machine learning systems to analysing market behaviour and investment strategies.
Through Alina Khay, I publish independent research spanning macroeconomics, cross-asset markets, quantitative trading, market microstructure, and AI in finance. My focus is on understanding how markets behave, testing ideas against data, and exploring methods that can improve investment research and decision-making.
Here you’ll find market and macro outlooks, quantitative research and practical applications of machine learning in finance.
For papers, DOIs, code, abstracts, and publication status, see the Research & Publications page.
Research Focus
My research examines how macroeconomic developments, market structure, and investor behaviour interact to drive asset prices, liquidity, and volatility.
I follow the transmission of economic and geopolitical shocks through capital flows, positioning, and market regimes, exploring how these dynamics create opportunities and risks across asset classes.
I combine economic analysis with quantitative methods and machine learning to investigate these relationships, identify emerging patterns, and assess their implications for trading and portfolio decisions.
Follow the Research
Subscribe for independent research on macroeconomics, financial markets, quantitative strategies, and AI.
Paid subscribers receive exclusive research, access to the full archive, and the continuously updated Market Outlook. Free subscribers receive selected articles, previews, and Notes.
“The most valuable discoveries often begin
with the assumptions everyone else
has stopped questioning.”
— Alina Khay
