Projects
A collection of quantitative finance projects — from live deployed apps to systems in active development. Each project is built to bridge mathematical theory with real-world market constraints.
Limit Order Book Simulator
A from-scratch C++ matching engine implementing price-time priority order matching, compiled to WebAssembly for a live in-browser demo — trade against a synthetic market maker as either a Market Taker or Market Maker and track real PnL against a persistent account.
Equity Volatility Forecasting: ML vs. Econometric Models
A 10-week summer research project (advised by Denison Economics faculty) testing whether GARCH, HAR-RV, and machine learning models actually beat a naive persistence forecast for equity volatility — and whether any statistical edge translates into portfolio economic value.
Options Market-Maker Simulator
A market-making training simulator for a live American-style option chain — quote bid/ask spreads against a competing market maker, manage Greeks and delta-breach risk in real time, and work through 14 scripted lessons from a beginner introduction to a fast, aggressive order-flow stress test.
Trader Titan
A market-making trivia game: bid a spread to win quoting rights, trade against the resulting market before and after a clue, and settle against the true answer over 5 rounds against 3 algorithmic bots.
Mental Math Trainer
A mental arithmetic trainer for quant/trading-interview drills — configurable operations, number types, and question formats, with realistic quant-assessment number distributions, optional Google sign-in, and a database-backed performance history.
Implied Volatility Surface
A real-time implied volatility surface visualization built with Black-Scholes pricing. Fetches live options chain data and renders an interactive 3D IV surface across strikes and maturities.
Agricultural Futures Time Series Analysis
ARIMA, GARCH, and multivariate GARCH modeling of daily CBOT wheat, corn, and soybean futures (2000–2024) to characterize volatility clustering and cross-commodity correlation.
Market Sentiment (VIX) and ETF Returns
Fixed-effects panel regressions on 21 years of weekly data across 9 major ETFs, quantifying how VIX-driven sentiment affects returns — and how that effect differs by market segment and by up/down regime.
U.S. Tourist Arrivals & Spending Forecasting
Function-of-time and SARIMA modeling of U.S. monthly tourist arrivals and spending (2000–2024), validated by out-of-sample forecasting a full holdout year.