Stock Pitch Report
My investment recommendation on Canada Goose (NYSE: GOOS) on Dec 31, 2020. 
Portfolio
Nowcast Model
The Nowcast Model I wrote for forecasting near-term inflation data. 
Value Investing Screening Model
A value investing opportunity screening algorithm based on Data Envelopment Analysis. 
Stochastic Spread Trading
A statistical arbitrage trading strategy based on stochastic spread model. 
Structured Credit Analysis
A set of analytical algorithms to forecast the cash flow of consumer loan-backed securities. 
Economic Forecasting with Factor Augmented Vector Autoregression
An economic forecasting technique based on factor-augmented vector autoregression and incorporates big data. 