Two streams: applied quantitative research, and commentary on public finance in emerging markets, a domain where I have practitioner-level knowledge from building systems inside it.
Sovereign debt machine learning, credit risk methodology, and quantitative analysis of market events.
Gradient-boosted classifiers trained on macro-fiscal panel data from the IMF and World Bank, with out-of-sample validation designed to prevent look-ahead leakage. Distress risk concentrates in the interaction of short-term external debt with reserve adequacy, not in headline debt-to-GDP. Now being prepared for peer-reviewed submission.
Explore the analysis dashboard →Fiscal policy and tax reform in emerging markets, written from experience building revenue infrastructure for a federal authority, not from the outside looking in.
Okay,
Asian equities printed record highs on Iran de-escalation; Goldman raised Q4 Brent to $90, nearly $30 above the pre-Hormuz baseline. Same news, opposite reads. That gap is the trade.
A technical breakdown of Nigeria's 2025 Tax Reform Act — CIT rate bands, Development Levy replacing Education Tax, WHT restructuring, and how to model your full 2025 liability with real formulae.
Live instruments built to keep the methodology sharp: pricing, risk, forecasting, and market analytics. Research practice, in working code.