Portfolio

Avellaneda–Stoikov Market Making Framework

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

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

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

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

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

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