quant research notebook
Incoming UChicago MSFM. CS and Math, ASU. I build market microstructure systems, Bayesian regime models, and volatility tools, with an emphasis on reproducible claims and honest failure analysis.
result3.7M events/sec benchmark, 12,423 QQQ ITCH messages, paired 30 seed statistics, and queue diagnostics.
selected inventory risk and risk adjusted improvement under hand chosen flow; broad PnL dominance did not survive statistical checks.
read projectresult#194 algo, top 1.4% of 18,800 teams.
the hard part was adapting strategy across rounds under sparse feedback.
read projectresultBayesian regime detection, HMM plus CUSUM, CPPI drawdown control, and S&P 500 crisis validation.
the hard part was accepting that a well trained Bayesian agent can still stay wrong too long.
read writing entryresultResearch prototype with repo; no public performance number claimed.
the hard part was making path structure matter without overclaiming the metric.
read projectresult122 tests, 85% coverage, documented API limits.
the hard part was proving which historical data did not exist.
read projectresultOut of sample Sharpe near 0.7 after fees.
the hard part was reporting the modest number after fixing the inflated one.
read projectBrowser native analytical tools, preserved from the old site and led by the new Kalman filter demo.
A live one dimensional filter with adjustable process and measurement noise.
BayesBayesian belief updatingBeta Binomial conjugacy with posterior mean and interval updates.
simulationMonte Carlo option pricingGBM option pricing and pi estimation by repeated random sampling.
search24 game solverCombinatorial expression search over four numbers.
pokerPreflop range analysisStarting hand range visualization by position and action.
graph searchKnights tour heuristicsWarnsdorffs rule as an interactive graph traversal demo.
measurementResponse latency analysisReaction time calibration over small arithmetic tasks.
Endless Moments LLC
Built and evaluated stochastic time series models for prediction and diagnostics.
Sun Devil Athletics
Tutored undergraduates in calculus, algorithms, and proof oriented problem solving.
Morrison School of Agribusiness
Worked on applied statistics for USDA grant data, including transformations and model checks for high variance economic series.
ONLC Training Centers
Built AI assisted training and retrieval prototypes for course operations.
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