Computer science student building toward quantitative finance through Python, data analysis, financial modeling and reproducible research software.
A deterministic Python research prototype exploring how leverage, margin constraints, forced liquidation and endogenous price impact can amplify shocks across synthetic portfolios.
A collaborative Rust/arkworks prototype exploring Merkle commitments, Poseidon-based hashing and membership proofs, with explicit documentation of current implementation boundaries.
- Quantitative finance, financial data and risk
- Reproducible research workflows
- Python, SQL and data systems
- Rust and selected cryptographic systems work