Systems that model order flow, liquidity, and matching dynamics in exchange-style environments.
Focused on market microstructure, execution dynamics, and probabilistic decision-making in short-horizon trading systems.
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Market Making & Microstructure Research Platform - Adaptive Liquidity Provision System
Unified framework for modeling alpha, execution, inventory, and regime dependence in electronic market making systems under realistic order book constraints.
The platform is designed for live L2 market data, deterministic replay, and execution-level evaluation, rather than signal-only backtesting.
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What actually mattered
- Alpha alone is insufficient: predictive signals can perform in research but fail under realistic execution.
- Queue position, fill quality, and latency often dominate improvements in predictive accuracy.
- Adaptive behavior outperforms static quoting rules across changing market regimes.
- Profitability emerges from the interaction of alpha generation, execution quality, inventory control, and regime-aware participation.

‍Market Microstructure Model - Limit Order Book Simulation
High-performance C++ limit order book simulating price-time priority execution, order flow, and liquidity dynamics.
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What actually mattered
- Queue position is a primary driver of execution probability in passive order flow
- Displayed liquidity is not equivalent to executable liquidity under fast order flow
- Execution outcomes are path-dependent and sensitive to order arrival sequence
- Liquidity consumption dynamics determine short-horizon fill uncertainty

Monte Carlo-based frameworks for evaluating decisions under uncertainty and partial information.
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Monte Carlo Decision Engine - Adversarial Sequential Decision Simulator
Multi-agent simulation engine for probabilistic decision-making under hidden information and dynamic state evolution.

What actually mattered
- Decision quality depends on outcome distribution, not just EV
- Risk-adjusted evaluation improves robustness under uncertainty
- Sequential dependency amplifies exposure to state uncertainty
- Optimal actions are sensitive to changes in underlying assumptions

Pricing, hedging, and volatility-driven portfolio construction under stochastic market conditions.
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Delta Hedging & Volatility Trading Simulator
implementing dynamic delta replication, risk tracking, and PnL decomposition under discrete-time rebalancing.

What actually mattered
- Discrete hedging creates unavoidable replication error
- Gamma dominates PnL near expiry and during large moves
- Volatility mis-specification is the main driver of PnL deviation
- Option PnL is path-dependent rather than mark-to-model static

Systems for automated market data ingestion, transformation, and execution-style simulation.
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Market Data Pipeline
Automated market data ingestion pipeline for XML financial data, with ETL processing and storage in Azure SQL for trading system integration.

What actually mattered
- Position sizing was constrained more by risk / margin than pricing output alone
- Exposure sensitivity mattered more than absolute model accuracy
- Small regime changes in volatility significantly altered portfolio risk
- Consistency between pricing and risk systems was critical for stability

Market Data Parser & Transformation Pipeline
XML market data parser for transforming hierarchical financial datasets into structured inputs for quantitative trading systems.

What actually mattered
- Data consistency is critical for trading correctness
- Small schema inconsistencies amplify into PnL distortion
- Most model failures originate from data, not modeling
- Market data is a first-order driver of strategy quality

Systems modeling and control projects in robotics and embedded systems, focused on dynamic system behavior and constrained optimization.
- Control systems (multi-actuator dynamics, feedback control)
- Embedded systems (autonomous actuation, real-time control)
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Continuously Variable Transmission (Dual-Motor Control System)
Dual-motor system modelling variable torque transmission dynamics.

Smart Trolley Locking & Access Control System
App-controlled locking system for secure retail automation, integrating authentication, locking mechanisms, and real-time state tracking through an app-based interface.

Autonomous Delivery Trailer (Embedded Control System)
Autonomous delivery trailer with embedded sensing and control logic to enable stable motion and responsive actuation in a mobile logistics environment.

Custom LEGO Technic - Audi RS6
Custom multi-actuator vehicular control system modelling drivetrain and suspension systems.