Blog

Coming Soon

Writing on quantitative research, high-frequency trading systems, and machine learning for finance. Launching alongside the Summer 2026 project builds.

Topics planned:

• → Chapter notes: Options, Futures, and Other Derivatives (Hull)
• → Walkthroughs of Green Book probability and brainteaser problems
• → Building lock-free data structures in C++20
• → Kalman filtering for dynamic hedge ratios
• → PPO for market microstructure problems
• → NASDAQ ITCH 5.0 protocol deep-dive
• → Statistical arbitrage: theory to backtester