I produce independent equity research and valuation work — DCF, sum-of-the-parts, and scenario frameworks applied to real companies — focused on what actually changes a thesis.

My work centres on translating macro and political shocks into concrete portfolio consequences. That means modelling the second-order effects most narrative-driven commentary skips: refining margins after an oil supply disruption, the cost of carry on emerging-market crosses, the implied option value embedded in commodity forward curves.

I'm an Economics student in Buenos Aires and work as a freelance valuation analyst. The day job runs on DCFs, sum-of-the-parts builds, and comparable-multiple frameworks — the kind of careful, line-item modelling that keeps written views honest. The published notes here apply that same discipline to broader macro and strategy questions.

The bias is towards decision-relevant output: a clean thesis, the two or three drivers that matter, and the price path under each. No chart pads, no padded prose. If a piece doesn't change a position or a probability, it doesn't get written.

For research collaborations, advisory work, or to subscribe to the note, get in touch.