Research & Publications

Published research and working papers spanning macroeconomics, quantitative finance, market microstructure, and economic policy.

Publications

Quantitative FinanceJuly 2026

Fair Value Pricing in Short-Dated Bitcoin Binary Markets

Working paper

This paper develops a fair value pricing framework for short-dated Bitcoin binary options traded on prediction markets, deriving optimal entry conditions, fee-adjusted breakeven probabilities, and Kelly-optimal sizing under an Ornstein–Uhlenbeck model of BTC microstructure dynamics.

Quantitative FinanceMarket MicrostructurePrediction MarketsBitcoinDownload PDF

Economic Policy ProposalOctober 2025

Balancing Immigration and Inflation in the Australian Economy: A Policy Proposal

Submitted to the Australian Treasury for review and implementation

This paper proposes a framework for balancing immigration intake with inflationary pressures in the Australian economy, analysing the transmission mechanisms through housing, labour markets, and aggregate demand.

MacroeconomicsEconomic PolicyAustralia

Working Papers

Upcoming working papers will appear in this section.

Research Areas

Quantitative Methods in Finance

Macroeconomic Theory & Policy

Market Microstructure

Latency Arbitrage & HFT

Applied Statistical Modelling

Stochastic Processes

Cross-Asset Analysis

Economic Policy Design