About Me
Who I am and what I work on.
I'm a Computer Science undergraduate at Virginia Tech, studying how machines can learn to make sequential decisions under uncertainty — and, specifically, how that applies to financial markets.
Most of my work orbits one question: when you have a large position to trade, how should you break it up over time? Trade too fast and you move the price against yourself. Trade too slow and the market moves without you. This is the Optimal Execution problem, and it turns out to be a surprisingly deep place to do research: it's a control problem, a statistics problem, and a market microstructure problem all at once.
Right now that means reinforcement learning for order execution in cryptocurrency markets, where liquidity is thinner and regimes shift faster than in equities. Before that I spent time on computer science education research, which sounds unrelated but taught me most of what I know about doing careful empirical work.
I also build things — mostly small tools that make a concept legible by letting you play with it.
If you want the short version, there's a résumé. If you want the long version, start clicking.