Personal Research Topics

In my limited spare time, I am currently exploring / investigating the following topics:

• Finance:
  • Quantitative investment strategies
    Researching and documenting various data-driven investment strategies for major asset classes.
    
    
  • Tactical asset allocation using derivatives
    Investigating investment strategies for tactical asset allocations using derivatives to systematically hedge emerging large tail risks.
    
    
• Data Science:
  • Unified Python data science framework for credit decisioning
    Documenting and analysing requirements for a standardised/unified data science framework to help with the majority of modelling carried out by credit data scientist/analysts using Python.
    
    
• Economics:
  • Government as a last resort universal lender for the economy
    Exploring the potential for a government-backed lender of last resort for consumers and businesses, following a number of UK government programs to support the commercial lending acitivities to businesses (covid loans, energy prices support) and consumers (student loans, energy subsidies).