Computer Engineering + Mathematics @ the University of Florida
Building low-latency systems, quantitative models, and agentic software.
Lattice · Open source · All repositories
- Market infrastructure: deterministic data paths, order books, lock-free concurrency, and measurable latency.
- Quantitative research: market microstructure, geometric relationships, price impact, and alternative data.
- Agentic systems: reliable, inspectable workflows for data-heavy applications.
Geometric market manifold for statistical arbitrage.
A cross-platform C++ research instrument for finding candidate equity dislocations through geometric relationship modeling, backed by 379 tests across Linux, AddressSanitizer, and Windows.
C++ · CMake · Apache Arrow · Quantitative research
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trade-ngin — Contributed portfolio architecture, performance benchmarking, live-trading reliability, and CI/security hardening to a C++20 quantitative trading engine.
Selected merged work: dual-portfolio schema #54 · benchmark harness #59 · CI reliability #72 -
AlgoLens — Built and hardened strategy, portfolio, and risk-analytics workflows across a React/Flask investment platform.
Selected merged work: strategy registry and portfolio services #13 · StrategyBuilder refactor #14 · risk metrics #81
I care about deterministic behavior, reproducible research, explicit assumptions, and performance claims backed by measurements. The most interesting projects are the ones where systems engineering and empirical research meet.
Systems: Rust, C++, CMake
Research and data: Python, pandas, NumPy, SciPy
Product: TypeScript, React, Next.js, Flask, Docker, PostgreSQL