Former Varsity Baseball Pitcher @ Hotchkiss School
2nd Year PhD in Statistics
The Chinese University of Hong Kong
Originally from Toronto, Ontario, Canada
Ph.D. in Statistics
Supervisors: Prof. Tony Sit & Prof. Hoi-Ying Wong
M.Sc. in Financial Engineering
B.Sc. in Applied Math & Statistics, Minor in Pure Math
Transferred to Applied Math & Stats during senior year and finished the major in 1 year. I was previously pursuing Public Health during Junior year, Computer Science during Sophomore year, and Chemical & Biomolecular Engineering during freshman year.
High School Diploma. Varsity Athlete in Baseball.
Stealth Mode
Working on interesting things in stealth mode...
Pulsar Trading
High-frequency cryptocurrency market making. Applied deep learning models to reduce adverse selection. Full-time position before PhD.
Millennium Management
Equity derivatives and volatility risk analysis. Developed risk models for options trading strategies.
Kronos Research
High-frequency cryptocurrency trading research. Statistical arbitrage and market microstructure analysis.
Wellington Management / ECB / EIB
Conducted deep learning research for financial applications during Columbia MFE program under Prof. Ali Hirsa.
My research interests lie at the intersection of mathematics and finance.
Currently exploring optimal control problems in high-frequency trading and developing theoretical frameworks for cryptocurrency market dynamics.