Projects
All Projects
Project
HF Market Microstructure Signal Platform
Research-grade real-time microstructure signal platform streaming live Coinbase BTC-USD L2 order book data, computing OFI, VPIN, Kyle's Lambda, and Hawkes process intensity, with a Hamilton-Jacobi-Bellman PDE optimal market-making solver — deployed on a React/FastAPI/Railway stack with a C++ high-performance engine.
Project
Heston Stochastic Volatility Calibration Engine
Production-grade C++20 options pricing and calibration engine implementing the Heston model via Carr-Madan FFT pricing, Differential Evolution global search, and Levenberg-Marquardt local refinement, achieving sub-basis-point RMSE with 139 Catch2 tests and a live Plotly dashboard.
Project
Reinforcement Learning Market-Making Agent
PPO-trained market-making agent in PyTorch quoting BTC-USD bid/ask spreads from live Coinbase L2 WebSocket data, achieving 2.4× higher mean episode PnL and 8% lower inventory exposure than a TWAP baseline, featuring a Bloomberg-style live trading dashboard.
Project
Lock-Free Limit Order Book
C++20 price-time priority matching engine processing 2.6M+ orders/sec via lock-free MPSC queue and wait-free SPSC ring buffer, achieving sub-microsecond P99 matching latency with zero heap allocation on the hot path.
Project
Snap2Plan: AI-Powered Task Management
Full-stack SaaS application using Next.js, Supabase, and Claude/Gemini Vision APIs to extract structured tasks from handwritten notes, photos, and voice input, featuring real-time Kanban, Google Calendar sync, and automated email reminders.
Project
Statistical Arbitrage Research Platform
Production-grade pairs trading backtester in Python using Engle-Granger & Johansen cointegration, Kalman filter dynamic hedge ratios, OU-MLE closed-form estimation, 20+ risk metrics including CVaR/HAC Sharpe, and a 6-tab Streamlit research platform with 163/163 pytest tests passing.
Project
PageCraft AI: Prompt-to-App Generator
Developer tool that generates and deploys full-stack React/Node.js web applications directly in the browser from natural language prompts, powered by GPT-4/Claude, WebContainers, and Monaco Editor with zero local setup required.
