Drafting
Opening Range Breakout in SPY
Testing whether a popular intraday strategy produces robust risk-adjusted returns after costs and across regimes.
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Fabian Bonilla
Quantitative Economics • Financial Markets • Entrepreneurial Builder
I study financial markets through empirical research and systematic modeling. My work combines econometrics, trading system development, and financial decision analysis to evaluate risk, return, and strategic opportunity.
This website documents my ongoing projects, research questions, quantitative models, and long-term intellectual development.
Econometrics
Systematic Strategies
Risk Modeling
Featured Work
Selected projects with ongoing write-ups and replication-ready notes.
Planned
Minimum Wage & Employment (Difference-in-Differences)
A DID-style evaluation framework with identification assumptions, robustness checks, and interpretation.
View outline →
Planned
Duration & Interest Rate Risk Model
Duration-matching and rate sensitivity modeling for fixed income portfolios and financial institutions.
See model plan →
Current Focus
- Systematic trading strategy backtesting
- Volatility regime analysis
- Factor-based equity modeling
- Duration and interest rate risk management