Selected Projects
ENGINEERING PORTFOLIO
Option Pricer
Monte Carlo engine in C++ with OpenMP optimization for variance reduction.
C++17HPC
Source
LSTM Volatility
Forecasting S&P 500 variance via PyTorch. Compared results against GARCH(1,1).
PythonML
Source
FPGA Matching
Hardware LOB in Verilog for ultra-low latency execution in HFT scenarios.
VerilogHFT
Source
Arb Bot
Automated pairs trading strategy utilizing cointegration tests on Binance API.
PythonAlgo
Source