Publications

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

My ongoing work as a Bocconi University research assistant, studying whether textual features in M&A disclosures predict post-merger litigation involving target companies.

2026 / Time Series Momentum Strategy with Macro-Instrumented Regime Switching.

A macro-gated time-series momentum strategy for SPY and GLD that combines multi-horizon signals with yield-curve and oil-volatility regimes to improve risk-adjusted returns and reduce drawdowns.