Hello! I'm a student at UT Austin studying computer science. I am very interested in low-latency, performance-critical systems and the application of machine learning to complex problem domains. Some of my hobbies include competitive programming, basketball, and cooking.
Projects
- HFT Engine — A high-performance, real-time order book created in C++ and a simulator with a web interface created in Python
- EBM-LSTM — Event-based memory-augmented LSTM for financial time series
- Option Delta Hedger — A Python implementation of a delta-neutral options hedging system using the Black-Scholes model
- Resin — (WIP) Transformer technology for investment institutions