Projects
A selection of things I've built or researched. Write-ups will appear on the blog.
Order Book Reconstruction
Rebuilding full limit order books from raw exchange message feeds, with validation against snapshots.
Intra-Minute Execution Timing
Studying when within a minute to place child orders, using order flow and short-horizon signals.
HFT Optimal Timing
Models for optimal order timing under queue position and adverse selection constraints.
Trade Execution Copilot
An agent-based assistant that helps analyze and plan trade execution.