2026
Trading and research
Weather daily-max markets
Live trading in daily-maximum temperature markets, with observation pipelines, models and execution engineering.
Python · Async HTTP · Kalman filtering · Monte Carlo · Execution
Independent researcher · Quantitative trading
I study how information becomes a trading decision. My work connects probability models, market microstructure and execution, through live weather-market trading and research on crypto up/down markets.
Research portfolio
Trading and research
Live trading in daily-maximum temperature markets, with observation pipelines, models and execution engineering.
Python · Async HTTP · Kalman filtering · Monte Carlo · Execution
Research study
Brownian-probit pricing, order-book response and inventory-aware maker decisions.
Python · Stochastic pricing · Market microstructure · Inventory EV
Get in touch
Open to quantitative research, trading and research engineering roles.