About

Education

Toronto Metropolitan University | Bachelor of Commerce (Honours) in Economics + Minor in Finance

Relevant Coursework: Mathematics for Economics, Advanced Microeconomics, Econometrics, Game Theory, Applied Research methods, Applied Economic Analysis, Investment Analysis, Money & Banking, Derivatives
Activities and societies:
- Ted Rogers TRACE Delegate Interest Group (Sept. 2022–Dec. 2022)
- PennyDrops Research & Development Associate Non-profit Organization (Jun 2024-Sept. 2025)

CFA Level 1 Candidate registered for November exam (2026)

Worked as a Mover for Quality Move Management | Toronto, ON. | June. 2023-Aug. 2023, June 2024-Aug.2024

Worked closely with my manager to complete concurrent tasks such as paperwork, bookkeeping, & other office work.
Performed laborious tasks such as warehouse logistics such as tracking customer shipments moving in and out of the warehouse—tracking inventory
Moved clients from all over Ontario with packing, loading, delivery, unloading, and assembling services—jobs as heavy as 20,000ibs in a day
Continual teamwork every day to efficiently move large and awkward furniture—finish jobs on time with excellent service quality

MARKET REACTION TO FOMC MEETINGS | INDEPENDENT RESEARCH PAPER | JUNE-AUGUST 2026

Conducted an event study of market reactions to 150 FOMC announcements (2008–2026), analyzing effects on equities (S&P 500, Russell 2000, XLF), bond yields (2Y–30Y), FX (DXY), commodities (gold, silver), and the volatility index (VIX) across a [−1, +1] business-day window—conducted deep research and analysis of changes in security prices, expected returns, abnormal performance, and investment opportunities during turbulent and uncertain interest rate environments.
Built a Python pipeline (Pandas, NumPy, Scipy, Matplotlib) that ingests data from the FRED API and Yahoo Finance, constructs a cross-validated FOMC calendar classifying each meeting as hike/cut/hold, and computes cumulative abnormal returns using a constant-mean model over a [−120, −20] estimation window.
Applied one-sample and Welch’s t-tests with bootstrap confidence intervals to test reactions across policy regimes (GFC, ZIRP, tightening, easing) and separated scheduled from emergency meetings to address endogeneity between crisis conditions and Fed regime action—analysis of hundreds of data outputs, demonstrating strong attention to detail
Found significant Treasury yield reactions across all decision types (2Y: p<0.01), consistent with forward guidance repricing, while equities showed weak unconditional responses in line with the efficient-markets hypothesis (Kuttner, 2001)—concluded that treasury markets are the most effected by unexpected policies—full paper found on website.

PORTFOLIO OPTIMIZATION PROJECT (30 STOCKS) | EXCEL | COURSE PROJECT | SEPT.-NOV. 2025

Applied Modern Portfolio Theory to create a 30 stock portfolio in Excel and constructed a capital market line to discover the highest possible return with lowest risk (idiosyncratic & market risk)—extracted real historical price data via Wharton Research Data Services for 30 stocks (DOW 30 as reference) for the last 25 years in daily prices—aggregated the data through pivot tables, then building a 30x30 covariance matrix to analyze inter-asset correlations and variance.
Calculated optimal weights to invest $1M worth of paper money—utilizing Excel’s data solver function; calculated the optimal tangency point of the portfolio: lowest standard deviation, highest return, and highest Sharpe ratio computed for the portfolio—alongside Treynor ratio, M-squared alpha, and Jensen’s Alpha for robustness.
Class project as a full-time student in the fall 2025 semester for Investment Analysis course—great challenge to apply finance theory and contemporary literature into practice & test Excel proficiency—full decomposition available on website.
Found optimal portfolio results: 0.108% daily return, 1.39% daily standard deviation, and 1.05 Sharpe ratio.

EQUITY RESEARCH REPORT – VISA INC. (NYSE:V) | INVESTMENT MEMO PROJECT | AUGUST-PRESENT

Conducting an initiation-of-coverage equity research report on Visa Inc. (V), building a full DCF valuation with a bottom-up revenue forecast, WACC-derived discount rate, and bear/base/bull scenario analysis—to calculate intrinsic valuation.
Publishing the thesis publicly via Substack as a long-form investment memo structured around business quality, growth drivers, and consensus-vs-reality analysis; each report features annotated charts, valuation sensitivity tables, and a steel - manned bear case—demonstrating analytical rigor in studying all relevant SEC filings; 10-K & 10-Q and investor relations.
Tracking key operating metrics (cross-border volume growth, incremental margins, payments volume) quarter-over- quarter and updating the model post-earnings—designed to mirror the iterative coverage process of a buy-side analyst.

Excel + VBA for extenstive data analysis, financial modeling, & portfolio managament
- Financial accounting
- Constructing a efficient frontier for a optimal portfolio (given 30 stocks)
R w/ RStudio IDE for statistcal application & economic analysis
- Regression models
- Data visualization
- Data manipulation
Python for financial applications
- Trading bot (view projects tab for more info)
IBM SPSS
S&P Capital IQ Pro
LaTeX
Currently learning: MATLAB and SQL *