My work sits at the intersection of:
- Probability & Statistics
- Game Theory & Market Microstructure
- Implied Volatility & Derivatives
- Machine Learning (as a tool, not a crutch)
- LLM Research on Time Series Embeddings
I care deeply about how decisions are made — not just whether a model predicts well — and I enjoy building systems that make those decisions visible, testable, and improvable.
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Volatility surface trading
- OTM-only IV dislocation strategies
- Surface-level reasoning rather than point estimates
- Portfolio-level risk (delta / vega) over single-trade PnL
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LLM Research on Time Series Embeddings
- LLMs excel at language but are not designed for numerical sequences.
- Time-series data is ubiquitous, appearing in sensors, finance, EEG, climate, etc.
- Effective numerical embeddings are needed as a "translation layer."
- Strong Mental Arithmetic
- Quantitative trading & market making
- Options theory and volatility modelling
- Game-theoretic thinking
- Applied probability
Built with curiosity, restraint, and a long-term view.