About Me
Hi, I’m a researcher at Wageningen Social & Economic Research, a PhD candidate in the Marketing and Consumer Behavior group at Wageningen University, and a researcher in Project HighLO, a collaboration with CERN.
My work focuses on high-frequency financial markets, combining quantitative finance, market microstructure, and agent-based modeling to analyze trading dynamics. As the lead developer of the MSA Lab, I contribute to advancing regulatory market surveillance. My research bridges financial economics and computational methods, with applications in both academic and regulatory contexts. My recent publications have appeared in the Journal of Futures Markets, European Financial Management, Journal of Physics: Conference Series, and the Journal of Commodity Markets.
Projects
Extract data from the most unstructured xlsx files
ExcelExtract is a command-line tool designed to help pull data out of Excel spreadsheets (XLSX files). Either fully automatically, or extract specific cells or lists with the use of a configuration file (in JSON).