Notebooks

Browse my research notebooks below.

Liquidity Regimes and the Death (and Return) of Valuations:

A 35-Year Quantitative Analysis of Factor Premiums (1990–2025)

3.2 Fama-French Factors and Valuation Data

5 rows × 22 columns

Mosaic-20 Cancer Analysis

This notebook investigates temporal patterns in cancer-related mortality and diagnosis proxies in the post–COVID-19 vaccination period using multiple complementary data sources, including U.S. CDC mortality statistics, aggregated insurance claims indicators, and exploratory molecular in-silico modeling of candidate biological mechanisms. The analysis focuses on identifying whether observable population-level shifts or safety signals warrant further clinical and epidemiological scrutiny. Emphasis is placed on careful interpretation of observational trends, adjustment for major confounders such as pandemic-era healthcare disruption, delayed screening, demographic effects, and baseline secular cancer trends. The molecular modeling component is presented as hypothesis-generating rather than confirmatory. Overall, the notebook provides a reproducible framework for exploring associations across datasets while distinguishing correlation from causal inference in complex public health settings

Jul 7, 2026

The Diminishing Returns of Education on Quality of Life: An Empirical Analysis of Macroeconomic Decoupling

This analysis challenges the traditional association between extended formal education and improved quality of life (QoL) by examining the structural breakdown of professional labor returns. Utilizing longitudinal data from 1979 to 2025, the study identifies a significant decoupling of real wages from productivity growth and a staggering disparity between tuition inflation and median income. Through Granger Causality tests, the research validates that expansions in the M2 money supply serve as a primary predictor for rising educational costs, effectively devaluing the net financial return of degrees. Furthermore, the application of a “Career Sharpe Ratio” framework reveals that higher education no longer functions as career insurance; rather, increased credentials often lead to higher income volatility that offsets marginal gains. The findings suggest a shift in the role of tertiary education from a tool for knowledge acquisition to a mechanism for “elite inclusion,” a transition that correlates with rising underemployment and a documented decline in the mental health and job satisfaction of highly educated professionals.

Jan 9, 2026

Empirical Validation of the 1971 Fiscal Structural Break: Analysis of U.S. Real Individual Income Tax Revenue

This document provides empirical validation for a structural break in U.S. fiscal extraction occurring at the 1971 monetary pivot point. Utilizing an Interrupted Time Series framework and a Chow Test on inflation-adjusted U.S. Individual Income Tax receipts (normalized to 2024 dollars), the analysis confirms a significant shift in the growth trajectory of tax extraction following the transition to a pure fiat regime.

Jan 2, 2026

Follow the Money: Analyzing Capital Flows from Central Banks to Key Sectors

This notebook provides a comprehensive technical framework for tracing capital distribution from central banks into the real estate, technology, and healthcare sectors. By utilizing Python to interface with the Federal Reserve Economic Data (FRED) and World Bank APIs, the analysis retrieves critical economic indicators for the period spanning 2019 to 2025. The study quantifies total investment volumes and calculates specific ratios for sub-sectors, including residential versus commercial real estate, information processing equipment versus software, and pharmaceutical research versus medical services. The final output utilizes the Plotly library to construct interactive Sankey diagrams that visualize the transition of liquidity through the financial system, highlighting how money moves from central sources to diverse economic pillars.

May 22, 2025

Private Investment Trends in Aerospace and Defense (2019–2024)

This report analyzes private investment activity in the aerospace and defense sectors across North America and Europe from January 2019 to May 2024. Despite a sectoral investment CAGR of -20% since 2019, the market remains dominated by high-value “scaleup” funding rounds exceeding $100M for industry leaders such as SpaceX, Anduril Industries, and Sierra Space. California serves as the primary geographic epicenter for this capital, with Hawthorne and Costa Mesa leading in total money raised. Key investment drivers include space travel, satellite communications, and advanced manufacturing, backed by prominent lead investors like Valor Equity Partners, Sequoia Capital, and BlackRock. Furthermore, the report highlights the disparity in military spending as a percentage of GDP, with the United States maintaining a significantly higher ratio than its European counterparts, providing a stable backdrop for continued private sector innovation.

May 31, 2024

Mini-Fund Volatility Regime Backtest Analysis (2000–2024)

This study evaluates the long-term performance and risk metrics of a high-growth “Mini-Fund” portfolio—consisting of ASML, TSLA, BRK-B, MSFT, ABBV, and LMT—relative to the S&P 500 and Nasdaq-100 benchmarks. Using Hidden Markov Models to categorize market behavior into low, mid, and high volatility regimes, the analysis demonstrates that the optimized “Portfolio-GV-O2” consistently outpaced benchmarks, delivering an annualized return of 30.8% and a Sharpe ratio of 1.25, compared to 11.4% and 0.60 for the S&P 500. The portfolio proved highly resilient during historical recessions, yielding a -2.9% return while the S&P 500 declined by 19.4%. Furthermore, the strategic inclusion of the protective TAIL ETF reduced the maximum drawdown from -35.0% to -27.6%, enhancing downside protection without sacrificing significant growth. CWARP values of 162.3 against the S&P 500 and 78.8 against the Nasdaq-100 further validate the portfolio’s superior risk-adjusted efficiency.

May 22, 2024
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