Data tells stories, and the story depends on how you process it. That is why I like working with large datasets, whether in academic research or in investing.
I’m a Postdoctoral Researcher in Finance at Stockholm University, having defended my PhD in April 2026. My research focuses on market microstructure and insider trading. Both topics demand precision, from examining which corporate announcements trigger insider trading investigations to showing how common liquidity measures can materially overstate trading costs.
Outside my research, I design and backtest investing ideas in Python and R—from long-run wealth creation to strategies such as trend following and mean reversion. I share the results each week on LinkedIn and post longer write-ups with code in Blog & Code. Recent work has been featured twice in The Wall Street Journal: Buy the Dip and Magic Formula.
I’m on the job market. If you are hiring at a fund, an exchange, or a regulator, or just want to talk markets, send me a message.