Quantitative Trading and Research
Seeking Quantitative Trading and Research Roles
I build models of markets with mathematics and statistics, from predictive regressions to agents that trade stocks and options. Thank you for visiting; you can watch both agents trade just below.
7 projects2 trained agentstested out of sample
Education
BA, Mathematics–Statistics
Columbia University
Current Research
Quantitative Trading and Research
Anomaly detection to predict regime change in options and equity markets
Projects
Full resume (PDF) ↓Five S&P 500 direction models (OLS, Lasso, logistic, decision trees) on momentum features, 2000–2026.
Trend, band, momentum and volatility features for AAPL that become the trading agent’s state.
A deep Q-network that trades AAPL one share at a time, replayed live on the trading desk.
A DQN that buys and sells SPY calls and puts, priced with GBM, Black-Scholes and Monte Carlo.
A walk-forward research environment testing whether market anomalies predict regime change.
Inverse-volatility portfolio of S&P 500, gold and 10-year Treasury futures.
The 1,500-line Python library behind every notebook, with every routine independently verified.
Watch the agents trade
Both agents trade on history they never saw during training, one day at a time. Open the desk to play, pause, rewind and follow every order as it happens.