Markets, research, and execution experience

Experience across equity analysis, derivatives, execution, monitoring, and quant research.

I build allocation & advisory tools, market analysis systems, derivatives research, live trading oversight, monitoring layers, and the quantitative work underpinning it all. This site is designed to show how those pieces fit together, and tell you a story about me!

Selected work

From client-facing apps to quant research systems.

The cards below showcase my experience across client tools, derivatives, trading oversight, monitoring, equity analysis, and broader quantitative research.

Interactive overview

One place to explore my work.

Each widget is a hands-on example of the work that I do every day. I've vastly oversimplified the processes for demonstration purposes, as the actual tools are significantly more complex and run from command line instead of pretty GUIs.

Pick the area you want to explore. The detail panel below updates in place and keeps the page focused on one view at a time.

Supporting systems

An ecosphere of custom tooling.

Click any one to expand the description and see how my work branches into forecasting, monitoring, memo generation, desktop tooling, broker automation, and supporting research frameworks.

Master's Thesis

The Sectoral Effects of Volatility Shocks: A Residual Synthetic Control Analysis of Equity Market Reallocation

An MSc extended essay on how extreme implied-volatility shocks reshape relative sector performance inside the U.S. equity market.

Completed

MSc Extended Essay

The paper studies whether large daily VIX shocks reorganize the sector cross-section rather than simply dragging the whole market lower. It uses weekly sector-minus-SPY outcomes, synthetic control counterfactuals, and a residual synthetic control framework with nonlinear state conditioning to test which sectors weaken or hold up best during stress episodes.