I operate from London’s financial district, where proximity to institutional capital flows shapes my distinctive approach to digital asset research. With a background in quantitative finance and data engineering, I bridge the gap between raw on-chain metrics and coherent market narratives.
My analytical framework integrates three layers: macro liquidity conditions — central bank policy, dollar strength, yield curve dynamics — derivatives market microstructure including funding rates, open interest topology, and options skew — and on-chain behavioural data such as exchange flows, whale wallet clustering, and miner economics. This multi-dimensional lens allows me to identify inflection points that single-metric analysts routinely miss.
My editorial work is recognised for its precision and absence of hype — a deliberate departure from the noise-heavy crypto media landscape. My long-form analyses dissect market cycles with the rigour of academic research whilst remaining accessible to active traders. I have contributed market intelligence to institutional research desks and am frequently cited by crypto-native media outlets for my derivatives positioning commentary.
When I am not tracking order flow, I explore algorithmic trading systems and contribute to open-source on-chain analytics tooling. I hold an MSc in Financial Engineering from the University of London, with a focus on derivatives pricing and stochastic modelling, and a BSc in Mathematics and Computer Science from the University of Bristol.