I’m drawn to environments where decisions are made under uncertainty and outcomes depend on both information and execution.

My interest in quantitative trading comes from the interaction between probabilistic reasoning, market microstructure, and execution dynamics. I’m particularly interested in how small differences in pricing, timing, and execution can translate into realized PnL.

I build and deploy systems to explore these problems in live and simulated trading environments, working across market making, statistical arbitrage, order-flow modeling, and risk management.

This work has reinforced a simple idea: having an informational or statistical edge is only part of the problem. The edge must also survive market impact, liquidity constraints, latency, competition, uncertainty, and execution.

More broadly, I’m interested in how information becomes a tradable advantage - and how that advantage can be measured, executed, and managed under real market conditions.