I work at the intersection of statistical modeling, data science, and data engineering, building analytical workflows to support economic research. My interests include forecasting, alternative data, and the application of modern computational tools to real-world problems.
I lead the Data Science and Modeling team at Kapitalo, a macro hedge fund based in Brazil.
A new book about building data pipelines for applied research. More details coming soon.
The second edition of my book was released in September 2025. It is available online for free and can also be purchased on Amazon.
Nowcasting When Predictors Keep Changing, presented at the 46th International Symposium on Forecasting. See all talks ↗