Numerical C++, time-series estimation and market-microstructure research.
3 selected projects · Quant view. Explore the complete library →
01 / Research in progress
How much of the depth visible now is still there when an order might arrive?
My contributionBuilt the research pipeline connecting public-feed reconstruction, conservative depth accounting, point-in-time features, and chronological evaluation.
Read the case study02 / Maintained software
When should independent pricing methods agree, and how do I test the disagreement?
My contributionImplemented a C++20 pricing library, command-line validation harness, and numerical consistency tests.
Read the case study03 / Completed study
What changes when a hedge ratio is estimated as observations arrive rather than held fixed?
My contributionImplemented the adaptive estimator, position accounting, historical selection procedure, and numerical checks.
Read the case studyCoursework, prototypes and learning notebooks.
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