This page should serve as a resource for potential employers seeking copies of my resume and some work samples from my academic and professional past. 

Max Pain Worksheet

"Max Pain" is an interesting concept pushed around by observers of short-term equity trends.  The theory is that the powerful and sophisticated market actors responsible for writing most call and put options will drive the underlying stock to a "Max Pain" price that makes as many options possible expire worthless just before expiration.  I've personally observed this several times with my favorite pet stock, Google.  The Excel spreadsheet above contains a macro that calculates this "Max Pain" price based on the open interest provided by Yahoo! Finance.  Just copy and paste the Straddle Data in, enter the test prices and the strike price ranges, and then press Ctrl+Shift+M. 

Options Price Vs. Time Worksheet

This worksheet further refines the Visual Basic knowledge I acquired doing the Max Pain worksheet.  Now you can test every combination of underlying stock variation and time to expiry.  I got fed up simply punching different scenarios into the calculator and wanted to systematize it; by simply specifying a range of stock prices as well as time to expiry the macro will generate a "hypersurface" that can definitely guide options traders holding options for more than a couple of days.

Case Study Analysis - Airbus A380

This is a case study I did back at Northeastern when reading about the airline industry.  I decided to go a little bit more in-depth into the Airbus A380, which is a 550-passenger jetliner that just flew in May of 2005.  I was suspicious to see that even Boeing was willing to pass on a successor to the 747 in the late '90s, and the analysis enclosed adds substance to that hunch.  The economics of the project barely work out even if the best-case scenario occurs.

Google Wi-Fi Operational Analysis

This is the latest Excel analysis I did - it's a breakeven analysis of Google's plan to provide free ad-supported Wi-Fi to San Francisco.  Although the project will almost certainly help close the digital divide, the business case is less clear.  995 clicks/user/year seems a little optimistic for a break-even point. 

UPDATE (April 24, 2006) - The general tone of this Slashdot discussion is largely in line with my projections that municipal Wi-Fi