Some projects I worked on as a …
Research Professional (2021-present)
Emanuele Colonnelli and Edoardo Teso (2023): “Global Political Connections,” Working Paper
Emanuele Colonnelli, Edoardo Teso , Mounu Prem and Tim McQuade (2023): “Politics and Multi-Establishment Firms“ Working Paper
Emanuele Colonnelli, Edoardo Teso and Francesco Loiacono (2023) “Do corruption perceptions kill competition?” Working Paper
Research Assistant (2017-2020)
Quantitative Investment Analyst (2020-2021)
Implemented a Quality at a Discount investment strategy leveraging an adapted Piotroski F-score to gauge quality and an ensemble of industry-controlled value metrics for value.
Implemented investivble value-adjusted momentum factor.
Implemented Fama-MacBeth for risk factor identification (with Shanken correction)
Implemented XGBoost signal prediction for stoploss determination.