Selected work
Projects
Nov 4, 2026
Can a Small Language Model Trade from Standard Market Indicators?
A 1.7B model chooses buy, sell, or hold from twelve daily indicators, with no strategy written in, and is scored against textbook rules and matched-random chance.
Read more →Jan 13, 2026
Do Path Signatures Generalize?
7,000+ configurations on four commodity futures. Three out-of-sample strategies made about 190% net over four years, with a +0.1 Sharpe in WTI.
Read more →Jan 1, 2026
MetaTrader 5 Trading Suite — Risk Management, Portfolio Analytics & Equity Visualization
Three-component MQL5 system covering dynamic risk-based execution, real-time portfolio metrics, and multi-curve equity visualization for active traders
Read more →Jul 15, 2023
Reliability Option Pricing
Pricing Reliability Options under jump-diffusion dynamics with theoretical and numerical methods
Read more →Dec 15, 2022
Markowitz Strategic Allocation with Machine Learning
Forecasting stock prices with machine learning and evaluating portfolio allocations under the Markowitz framework
Read more →Oct 15, 2022
Pricing of Financial Instruments
Implemented pricing frameworks for bonds, swaps, and exotic options using deterministic and stochastic models
Read more →Aug 30, 2022
Forex Forecasting and Option Hedging
Forecasting forex currency rates and market volatility with machine learning and econometrics
Read more →