Order-book reconstruction, state estimation and chronological evaluation.
2 selected projects · Research 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 / 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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