About

I am an independent researcher working on quantitative trading and market microstructure. My recent work focuses on weather and short-horizon crypto prediction markets. The weather programme includes live trading and execution engineering. The crypto up/down work focuses on historical BTC five-minute markets, where a positive-EV strategy has not been validated live.

I start with a question about how a market works, write down the assumptions, and build the measurements needed to test them. That has involved temperature-state models, observation pipelines, order-book reconstruction, execution models and controlled policy experiments.

I use AI coding assistants as part of my research and engineering workflow. I remain responsible for the hypotheses, experimental choices and interpretation. The public repositories distinguish working examples from empirical results that require additional source data.

This year I am also developing my work in machine learning and artificial intelligence. New studies will be added here as they are ready to share.

Start with weather markets or crypto markets.