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 on how information becomes market prices, how risk moves across assets, and where quantitative methods and AI can improve financial decisions.
Here you’ll find quantitative studies, dated market analysis and practical applications of AI in finance, with an emphasis on clear questions, transparent methods and conclusions supported by evidence.
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 how economic and geopolitical shocks travel through capital flows, positioning and market regimes, and what those relationships imply for risk and portfolio construction.
I also study the reliability and practical value of financial AI: how models handle numerical information, extract evidence from financial documents and contribute to investment research. Signals and strategies are assessed alongside their data, execution assumptions, costs and limitations.
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“The most valuable discoveries often begin
with the assumptions everyone else
has stopped questioning.”
— Alina Khay
