M.S. Financial Engineering at UIUC (May 2027), working on quant research and trading systems. B.S. Industrial Engineering with a CS minor, plus years of discretionary futures trading.
Building
- GEXFlow: a real-time options analytics platform I founded. It estimates dealer gamma and vanna exposure across 100+ crypto, equity and index underlyings, and has grown to 230+ users since the July 2026 beta.
Research & trading systems
- 2026FA-Project02-QS: a multi-agent autoresearch loop for quant strategies (UIUC MSFE × QuantStrat practicum). Its keep/discard gate holds family-wise error at 0.06 where the conventional correction runs at 0.58; on 100 agent-proposed strategies with no edge it accepted none. Python.
- drl-partial-info-trading: a replication of Macrì, Jaimungal & Lillo (2025). GRU + PPO/DDPG/TD3 agents trade a regime-switching OU signal, with an added convex-reward extension. PyTorch.
- crypto-hft-backtester: an event-driven, latency-aware order-book backtester covering Binance, Bybit, Coinbase and OKX. C++20.
Derivatives pricing
- spx-autocallable-heston: calibrates Heston to the SPX surface (197 points, 0.35 vol-point RMSE) and values a BofA autocallable note by Monte Carlo, benchmarked against a binomial tree. Python.
- smh-autocallable-crank-nicolson: a Crank–Nicolson PDE valuation of a knock-in autocallable using two coupled grids, cross-checked by an independent explicit scheme to within $0.004. Python.
- monte-carlo-option-pricing: a multithreaded Monte Carlo pricer for European, Asian and American (Longstaff–Schwartz) options with variance reduction. C++20.
Earlier: ichimoku-market-making-strategies and hft-maker-taker-strategies, tick-level tests of retail indicators as market-making and taker signals. C++, Python.