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

My interest in trading comes from the interaction between probabilistic reasoning, market microstructure, and execution dynamics, where small improvements in timing, decision-making, and execution can impact realized outcomes.

I build systems to study order flow, liquidity, and decision-making under real market constraints such as latency, competition, partial information, and non-stationary conditions.

More broadly, I’m interested in how trading edge emerges from the relationship between information, timing, and execution.