Aspiring quant developer • TypeScript • Systems-minded
Building reliable software for research and trading.
I’m focusing on the fundamentals that matter in trading environments: correctness, latency-aware design, reproducibility, and clear communication of assumptions.
C++ (learning)TypeScriptPython (for research)Data pipelinesBacktestingMarket microstructure
Featured work
Event-Driven Backtest Engine
A shipped, correctness-first event-driven backtesting engine in TypeScript: deterministic replay, explicit execution assumptions, testable boundaries.
TypeScriptBacktestingArchitecture
Market Microstructure Notebook
Notes + small experiments: spreads, order book dynamics, slippage, and common execution metrics.
MicrostructureExecutionResearch
What I optimize for
- Correctness and tests
- Clear interfaces & invariants
- Performance where it matters
What I’m learning
- Order book & execution models
- Time series + statistical basics
- C++ for low-latency systems
What I’m building next
- A tiny backtesting engine
- Vol surface demo
- Research notes in public