Map the workflow
I walk through how inputs become outputs with your team, using the available code, documentation, and explanations of each step.
I'm a financial economist and former product and data science leader. I help teams see how their research workflows actually run: where they may break, and what to fix first.
As Data Editor at the Review of Financial Studies, I verify that empirical finance research can be reproduced from its data and code. Previously, I led product and data science teams at wikifolio. That experience shapes how I work: examine the evidence, understand the constraints, and make the next steps practical.
We start by analysing your workflow, using the code and documentation your team can share. This first step does not require access to the underlying data.
I walk through how inputs become outputs with your team, using the available code, documentation, and explanations of each step.
I examine dependencies, environments, validation, and manual steps to identify gaps that could make the workflow fragile.
I hand you prioritized findings and a concrete plan, and we go through them together.
I teach teams how to structure projects, record dependencies, validate outputs, and collaborate on research. We use real examples so the practices carry over to everyday work.
When AI is part of a workflow, I examine how inputs, model versions, settings, and outputs are recorded, and how the team checks the results before relying on them.
With Guillaume Coqueret, Joan Llull, Florian Oswald, Christophe Pérignon, and Lars Vilhuber · Working paper
Why LLM outputs vary even with unchanged prompts and settings.
With Christoph Frey, Stefan Voigt, and Patrick Weiss · Working paper
Research infrastructure for constructing factors in empirical asset pricing.
With Stefan Voigt and Patrick Weiss · Chapman & Hall/CRC
A textbook on reproducible empirical finance, connecting financial questions to data and code.
With Stefan Voigt, Patrick Weiss, and Christoph Frey · Chapman & Hall/CRC
The Python companion, applying the same transparent approach to empirical research.
Barcelona School of Economics
A summer school on reproducible empirical finance, with hands-on work in Python.
Humboldt University of Berlin
A seminar connecting financial theory with real data and generative AI tools.
Vienna Graduate School of Finance
A workshop on reproducibility techniques and collaboration in empirical research.
An open-source approach to empirical finance in R and Python, with two published textbooks and code that connects raw data to research results.
Explore Tidy FinanceR and Python packages that provide consistent access to economic data, helping researchers build transparent, repeatable workflows.
Explore EconDataverseTell me where your team gets stuck. I usually reply within two working days.
Email me about your workflow