Blogs

These posts collect analytics writeups, class projects, and replication notes. They are separated from my GitHub-based AI projects so this page reads more like a blog archive.

Applied Analytics Posts

Marketing, finance, and machine-learning analyses written as portfolio posts.

Multi-Factor Equity Strategy – Momentum, Value & Quality

Quantitative long-short factor strategy built on S&P 500 constituents (2015–2024). Achieves annualized Sharpe of 1.42 and 4.3% annual alpha over benchmark via momentum…

Apr 5, 2026

LendingClub – Credit Risk Modeling & Portfolio Optimization

XGBoost default prediction on 2.2M loan records using PD × LGD credit risk framework. Model-selected portfolio achieves 7.8% expected return vs. 4.2% for random selection.

Apr 1, 2026

Pentathlon – Customer-Level Marketing Optimization

Two-part ML framework on 600K records predicting purchase propensity and order size across 7 message options, generating ~€3.29M projected profit at 5M-customer scale.

Mar 1, 2026

Intuit QuickBooks – Upgrade Targeting Strategy

Profit-optimized customer targeting using ZIP-level features and ML classifiers. Logistic Regression achieved ROME of 228% and $191K scaled profit on Wave-2 holdout.

Feb 1, 2026

Replications & Course Analyses

Method-focused analyses, replications, and class projects used to reproduce published results or practice a specific statistical workflow.

MaxDiff Analysis of MSBA Class Preferences

A MaxDiff analysis of UCSD Rady MSBA class preferences using counts, MNL maximum likelihood, and a hand-coded Metropolis sampler.

Austin Li

May 28, 2026

Poisson Regression and Maximum Likelihood Estimation

A Blueprinty case study using maximum likelihood estimation, Poisson regression, and counterfactual prediction to estimate expected patent lift.

Austin Li

May 13, 2026

Card & Krueger (1994) – Minimum Wage and Fast-Food Employment

R + Quarto replication of Card & Krueger (1994), reproducing core Diff-in-Diff results and re-expressing the employment effect with a more intuitive interactive…

Apr 20, 2026

A/B Testing a Call to Action

How do classical frequentist tools — the LLN, bootstrap, CLT, and hypothesis testing — work together to analyze an A/B test? Walk through every step via simulation.

Apr 12, 2026