Reconstructing the state behind a Treasury award.
A published number is the starting point. The institutional state explains how it was generated.
THE CONTEXT
Start with the question.
A published financial observation can be numerically correct while its meaning still depends on institutional context. This project examines that problem through historical Treasury auction awards to the Federal Reserve’s SOMA portfolio.
THE WORK
Make the steps explicit.
I initiated and developed the reconstruction and SAS Viya prototype, connecting financial research with reproducible analysis and explicit decision records. The public overview focuses on the question, demonstrated result and scope.
- Define the financial question and relevant institutional context
- Build and check a reproducible reconstruction
- Make the result and its limits clear enough to inspect
THE RESULT
What the work supports.
All 65 reconstructed awards in the frozen historical sample were within $100 of the observed award. The work is part of SSI, my independent financial research initiative.
SCOPE & EVIDENCE
Where the conclusion ends.
The result establishes the reconstruction within the studied sample. It does not establish a trading advantage or realised customer savings. Historical point-in-time certification remains incomplete. A focused technical walkthrough can be discussed directly.
WHAT I WANT TO BUILD FROM HERE
From a demonstrated capability to a useful business.
SOMA is the empirical starting point for SSI, my independent financial research initiative. I want to establish where a precise reconstruction can help someone make a necessary decision or complete a recurring verification more effectively. That professional use and its incremental value still need to be demonstrated.
My ambition is to build a company around a problem I can solve well. If this work connects with a process you know, I would welcome a focused conversation.
Discuss a practical applicationInterested in this question?
Let’s talk about the work