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Brownian Motion Lab

Does the simulation behave like the stochastic process it is meant to illustrate?

My role: Independent learning project
Contribution: Implemented seeded path simulations, corrected the time grid, and added a terminal mean/variance sanity check.

Python / NumPy / Matplotlib / Jupyter

Research / Quant / Software2026 – present

Research software for studying how displayed liquidity changes between observation and a later arrival horizon.

Research in progressPrivate implementation

Python / Market microstructure / Event replay / Statistical evaluation

Quant / Research / Software2026 · historical study

Kalman hedge-ratio estimation and historical evaluation for two ETF pairs.

Completed studyPrivate implementation

Python / NumPy / pandas / Kalman filtering

Quant / Research / Software2026

Seeded Brownian-path simulations with terminal mean and variance checks.

Learning exercisePublic project

Python / NumPy / Matplotlib / Jupyter

Research / Software2025

An introductory Qiskit experiment in circuit construction, simulation, and measurement counts.

Learning exercisePublic project

Python / Qiskit / Aer / Jupyter