Finance student at the University of Florida. BSBA in Finance (December 2027) and an MS in Finance and Technology (May 2028).
I like to work on the investment side of quantitative problems: factor analysis, manager research, derivatives pricing, and risk framework design. Most of what I build starts from a question about how a market is priced and ends with something that runs.
Kalshi Asian Binary Pricing Kalshi settles its Bitcoin contracts on a 60-second average, not a closing print, which makes them Asian binaries rather than the vanilla binaries most participants price. This is the Turnbull-Wakeman pricer that corrects for it, with a 30-test suite and results from six weeks of trading it with real money.
More to come. Other projects are in progress and will appear here as they are finished.
I build with Claude Code. The ideas and the implementation both come out of that collaboration rather than from me alone: I set the direction, work through the tradeoffs, and make the final call on what ships.