I specialize in statistical modeling, forecasting, and applied data science.
My work focuses on time series, alternative and unstructured data, and the design of models and indicators that support real-world decision-making. I also use data engineering and software development practices to turn analytical work into reliable, reproducible pipelines and continuously updated data products.
I currently lead the Data Science and Modeling team at Kapitalo, a macro hedge fund based in Brazil.
Nowcasting When Predictors Keep Changing, presented at the 46th International Symposium on Forecasting. The talk explores how to produce reliable forecasts from high-dimensional datasets whose composition changes continuously over time. See all talks ↗
The second edition of R for Economic Research was released in September 2025. The book offers a practical guide to modern economic analysis, with a strong emphasis on data workflows, statistical modeling, time series, and forecasting. It is available online for free and can also be purchased on Amazon.
A new book about how analysts can move beyond one-off analyses and build reliable, long-lived analytical projects. The book brings together practical lessons on organizing, automating, and deploying data pipelines and analytical products for applied research.