bio

Dataism Lab for Quantitative Finance

Where the execution research happens. Quantitative Researcher, Oct 2024 – present.

I've been a Quantitative Researcher at Virginia Tech's Dataism Lab for Quantitative Finance since October 2024, working under Dr. Ali Habibnia.

The through-line of my work here is Optimal Execution on real Bitcoin market microstructure data:

Built benchmark execution algorithms — VWAP and TWAP — as the yardstick every learned strategy has to clear.
Engineered a Double Deep Q-Learning architecture in PyTorch for adaptive execution.
Developed the Mixture of Experts agent and the 100-run evaluation protocol behind our paper under review.
Modelled execution efficiency statistically in Python — NumPy, Pandas, SciPy — with an emphasis on distributions rather than point estimates.

The lab is where I learned that the interesting part of quantitative research is rarely the model. It's the measurement.