Publications

Work in progress / M&A Disclosure and Litigation Research.

My ongoing work as a Bocconi University research assistant, analyzing whether merger-related documents predict litigation involving target companies within one year of deal closing.

2025 / Time Series Momentum Strategy with Macro-Instrumented Regime Switching.

A coauthored BSIC × BAINSA paper on a macro-gated time-series momentum strategy for SPY and GLD, backtested over a period labeled May 2007 to August 2025. The paper reports a 1.059 annualized Sharpe for the full strategy and a 28% Sharpe improvement in a separate OVX-only test.