I'm a finance graduate from Bayes Business School (BSc Investment & Financial Risk Management, Top Decile) with experience in data engineering, systematic trading, and derivatives research. I'm interested in volatility modelling, quantitative trading, and building tools that bridge financial theory and production software.
Currently finishing my undergraduate thesis on forecasting dislocations in the implied volatility surface for US equity index ETFs using stochastic volatility-inspired smile parametrizations.
Previously, I worked as a Data Engineer at Swiss Re for a cloud analytics automation project, and before that, I was a Summer Intern at Swiss Life Asset Managers.
I spend most of my time at the intersection of derivatives pricing, systematic trading, and event-driven markets. A few threads I'm currently pulling on:
- Vol surface calibration & relative value. My thesis work involves detecting mispricings on SVI-parametrized implied vol surfaces. The tooling I built for this is now
pysvi, an open-source Python library on PyPI. I'm also exploring 0DTE gamma imbalance strategies in NDX options. - Event-driven & prediction markets. I've been building automated trading infrastructure for Polymarket. In my view, prediction markets are one of the most interesting laboratories for testing probabilistic reasoning under uncertainty.
- Systematic multi-asset strategies.
syslsis a framework for systematic long-short strategies across multiple asset classes. (Under construction) Separately, I've been building a perpetual futures carry dashboard and an OEX market-making simulation, the latter of which I used in the Quant Trading Society (which I founded), to show other students the intuition behind market making. - Horse racing as a financial market. 🐎 Hong Kong racing is one of the most liquid and data-rich betting markets in the world — more akin to a derivatives exchange than a sportsbook. I've been building infrastructure to treat it like one.
I occasionally write about interesting topics, for instance in problem-solving and sports betting on Substack — more to come as the thesis wraps up.
| Project | Description |
|---|---|
| 🐎 hkjc-api | Live and historical Hong Kong Jockey Club racing data API. REST endpoints for results, form, and race cards; WebSocket feed for real-time odds. Built with FastAPI, PostgreSQL, Redis, and Playwright on a self-hosted stack. HK racing is a ~HK$100B/season market — this is the data infrastructure to analyse it. |
| pysvi | SVI family vol surface calibration library on PyPI. Raw SVI, SSVI, eSSVI, jump-wings with configurable no-arbitrage constraints. |
| sysls | Systematic multi-asset long-short strategy framework. |
| polymarket-bot | Algorithmic trading framework for Polymarket prediction markets. |
| polymarket-btc-updown | Terminal probability calculator for BTC using SSVI surfaces calibrated on Deribit options. |
| ndx-0dte-gamma-imbalance | Gamma volatility arbitrage strategy in NDX 0DTE options. |
| perp-dashboard | Perpetual futures arbitrage / reverse carry dashboard. |
