I build quantitative research, execution, and risk systems for systematic trading, with a focus on market inefficiencies that survive fees, slippage, regime shifts, and real-world execution.

• Research: statistical arbitrage, cross-venue arbitrage, momentum, mean reversion, relative value, VWAP, liquidity, volatility, and market microstructure.
• Risk: position sizing, exposure, drawdown, VaR/CVaR, concentration, stress testing, and Monte Carlo simulation.
• Engineering: OCaml for trading systems and strategy logic; C++ for latency-critical execution; Python and Julia for research, simulation, and data analysis; x86-64/Linux for low-level optimization and performance.

Current projects cover equity signals, fixed-income analytics, and automated broker-report analysis.

_{Research and engineering portfolio. Nothing here is investment advice.}