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AmirkhanyanAnahit/README.md

Hi, I'm Anahit

I build data-driven projects at the intersection of macroeconomics, geopolitics, and financial markets.

My work focuses on understanding how economies and broader systems respond to external shocks such as geopolitical events, market stress, and macroeconomic disruptions. I am especially interested in how different parts of a system interact, how risks propagate, and how these dynamics can be studied through reproducible analytical models.

I aim to work on timely and economically relevant topics, using current events as a starting point for research that combines quantitative analysis with practical business and financial insight. Alongside forecasting and prediction, I care about extracting interpretable conclusions that help explain what is happening, why it is happening, and what the implications may be.

What I work on:

  • Macroeconomic and macro-financial analysis
  • Geopolitical and event-driven market research
  • Risk transmission and system interactions
  • Forecasting and predictive modeling
  • Reproducible research in Python

Featured projects

  • Dutch Macro-Financial Pressure Index
    Constructed a macro-financial pressure index for the Netherlands using indicators such as inflation, labor market conditions, confidence, industrial production, and financial variables.

  • Geopolitical Energy Shocks & European Equities
    Studied how geopolitical and energy-related shocks may affect European companies and sectors through returns, volatility, and benchmark-relative performance.

  • ASML Abnormal Return Analysis
    Analyzed ASML abnormal returns against broader market and macro-financial drivers including SOX, NDX, EUR/USD, VIX, and US10Y.

Tools

Python (pandas, numpy, matplotlib, statsmodels, scikit-learn), SQL, Power BI, Advanced Excel

Interests

I am interested in roles in finance that combine technical and analytical skills with business perspective, especially in areas related to financial markets, macroeconomics, risk, strategy, and data-driven decision-making.

Pinned Loading

  1. dutch-macro-financial-pressure-index dutch-macro-financial-pressure-index Public

    Built a Dutch macro-financial pressure index from labor, inflation, confidence, industrial production, and market-stress indicators, then compared one-month-ahead forecasting models and regime-sens…

    Jupyter Notebook

  2. geopolitical-energy-shocks-european-equities geopolitical-energy-shocks-european-equities Public

    Cross-sector analysis of how geopolitical energy shocks affect European equities through benchmark-relative returns, Brent sensitivity, and volatility-regime behavior.

    Jupyter Notebook

  3. asml-abnormal-returns-and-market-drivers asml-abnormal-returns-and-market-drivers Public

    Benchmark-relative analysis of ASML abnormal returns using semiconductor, equity, FX, volatility, and rates drivers.

    Jupyter Notebook