Writing

Blog-Normal

My personal blog on Substack

Better Know a Dataset

Newsletter coauthored with Simon Oh

Notes on Black-Scholes

Solving the Black-Scholes equation

Software

Free Bet Converter

Convert free bet promotions into risk-free payouts, given transaction costs and margin constraints

ATP Career Trajectories

Interactive visualization of peak and longevity for ATP men's tennis players. Static version

@EveryFredGraph

Twitter bot that tweeted every graph from FRED. Discontinued when Twitter blocked bots.

Activities

Teaching

PhD

  • Corporate Finance I (Doug Diamond & Zhiguo He)
  • Asset Pricing II (Stefan Nagel & Ralph Koijen)

MBA

  • Portfolio Management (Lubos Pastor)
  • Advanced Investments (Stefan Nagel)
  • Behavioral Finance (Sam Hartzmark)

Undergraduate

  • Corporate Finance (Constantine Yannelis)