Notes
21 interlinked notes on what I work on and why — market microstructure, reinforcement learning, and the things I've built. Start anywhere; they link to each other.
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- Bio
- Research
- Projects
- Concepts
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About me
- About Me Who I am and what I work on.
- Dataism Lab for Quantitative Finance Where the execution research happens. Quantitative Researcher, Oct 2024 – present.
- FinTech Club Co-President. Speakers, operations, and a trip to Wall Street.
- Virginia Tech B.S. Computer Science, minors in Mathematics and Finance.
Research
- CS Education Research What kinds of examples do intro programming courses actually use? SIGCSE TS 2026.
- Market Making and the IMC Competition 15th in the US out of 12,600 teams — and what trading under latency teaches you.
- MoE for Order Execution Reinforcement learning with regime-specialized experts for crypto execution. Under review.
- Replicating Evans & Archer (1968) How many stocks does it actually take to diversify? A simulation study.
Projects
- Almgren–Chriss Execution Model An implementation of the classical optimal execution model, plus an RL agent.
- Black–Scholes Options Calculator European options pricing with the Greeks, visualized.
- MACD Trading Strategy Visualizer A technical indicator and its backtest, shown together.
- ShadeFinder Urban shadow mapping to find cooler walking routes.
- Things I've Built Small tools, mostly built to make a concept legible by letting you play with it.
Concepts
- Crypto Market Microstructure Why execution research built for equities doesn't transfer cleanly.
- Implementation Shortfall The gap between the price you decided to trade at and the price you actually got.
- Market Impact Why large orders cost more than small ones — in two distinct ways.
- Mixture of Experts Many specialists plus a router, instead of one generalist.
- Optimal Execution How do you sell a large position without moving the price against yourself?
- Reinforcement Learning for Trading Learning an execution policy instead of deriving one from assumptions.
- The Limit Order Book The mechanism through which buyers and sellers actually meet.
- TWAP and VWAP The two baselines every execution strategy has to beat.