Posts by Collection

portfolio

Avellaneda–Stoikov Market Making Framework

Leading team of 6 to implement market-making model with volatility-adaptive spreads, reducing adverse selection by 9%

Multi-Asset Basket Option Pricing Engine

Production-grade C# pricing engine combining analytical methods and Monte Carlo simulation with variance reduction techniques

DeFi Market Making — Hyperliquid

Production market-making system on DeFi derivatives using L1/L2/L3 order book data, microprice signals, and inventory risk control

GDP Forecasting with MIDAS Regressions

Research-grade implementation of MIDAS models for GDP nowcasting using mixed-frequency financial data

Portfolio item number 1

Short description of portfolio item number 1

Portfolio item number 2

Short description of portfolio item number 2

CEX–DEX Statistical Arbitrage

Delta-neutral statistical arbitrage between Binance and dYdX, achieving ~8% annualized returns with $800k–$1M daily volume

Trinomial Tree Option Pricer

Python implementation of trinomial tree for European and American options with Greeks and Black-Scholes validation

publications

Paper Title Number 1

Published in Journal 1, 2009

This paper is about the number 1. The number 2 is left for future work.

Recommended citation: Your Name, You. (2009). "Paper Title Number 1." Journal 1. 1(1).
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Paper Title Number 2

Published in Journal 1, 2010

This paper is about the number 2. The number 3 is left for future work.

Recommended citation: Your Name, You. (2010). "Paper Title Number 2." Journal 1. 1(2).
Download Paper | Download Slides

Paper Title Number 3

Published in Journal 1, 2015

This paper is about the number 3. The number 4 is left for future work.

Recommended citation: Your Name, You. (2015). "Paper Title Number 3." Journal 1. 1(3).
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Paper Title Number 4

Published in GitHub Journal of Bugs, 2024

This paper is about fixing template issue #693.

Recommended citation: Your Name, You. (2024). "Paper Title Number 3." GitHub Journal of Bugs. 1(3).
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Paper Title Number 5, with math $E=mc^2$

Published in GitHub Journal of Bugs, 2024

This paper is about a famous math equation, $E=mc^2$

Recommended citation: Your Name, You. (2024). "Paper Title Number 3." GitHub Journal of Bugs. 1(3).
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teaching

Teaching experience 1

Undergraduate course, University 1, Department, 2014

This is a description of a teaching experience. You can use markdown like any other post.

Teaching experience 2

Workshop, University 1, Department, 2015