Finance analyst working on energy and commodities in São Paulo, with a background in computer science.
Financial markets · Technology · Writing
Alas!Dear adventurer,
I work in financial markets and write to understand the world a little better. This is where I collect notes on investing, technology, and the ideas I keep coming back to.
Start here
All projects ↗Water value
A small stochastic hydrothermal model that shows how a power price can come out of an optimization.
Mexico’s 100 critical hours
The rule of Mexico’s capacity balance market, applied to a synthetic hourly power system.
Delta hedge lab
A Monte Carlo study of what a delta-hedged option earns, and how much of the result is noise.
Pricer mutation lab
Sixteen realistic bugs injected into a Black-Scholes pricer, and which tests actually catch them.
From the notebook
All notes ↗Why some animals grow huge in the deep sea
Deep-sea gigantism is a real pattern with several competing explanations, and most of the deep sea is moving the other way.
Current focus
Financial markets
How capital flows, prices form, and risk gets allocated.
Technology & research
Tools that make room for deeper questions and clearer thinking.
Learning deliberately
Building understanding that lasts beyond the next exam or headline.
Writing
Turning scattered observations into ideas worth revisiting.