Projects
A collection of personal and academic projects. Click a card to view details.
HPC Option Pricer
Multithreaded option pricing engine in C++ with OpenMP and CUDA; accelerating Monte Carlo on real-time option chains (Tradier & FRED)
Concurrent Order Book
Price-time priority limit order book benchmarked across multiple concurrency strategies; compares mutex, per-symbol, and queue-based designs to isolate how synchronization choices affect throughput and latency at scale.
Regime Switching Strategy Game
Simulates fixed trading strategies across GBM and Ornstein-Uhlenbeck market regimes; multi-seed sweep with lag analysis reveals which strategies edge their home regime and how quickly they adapt when conditions shift.
NFL Receiver Similarity Search
GPU-accelerated nearest-neighbor similarity search over NFL skill position player-seasons; finds historical comps for any player using all-pairs L2 distance over a normalized per-game receiving feature vector.
Mini TCP Stack
Three-way handshake, sliding window, timeout + fast-retransmit, one's-complement checksums, and FIN close. Clean transfers under 5% loss in Mininet.
March Madness Neural Network
Dual models over a decade of KenPom data; tuned embeddings/L2/dropout to predict the 2025 champion (UConn) and 11/16 Sweet 16 teams.
Academic Research Data Platform
Designed a relational MySQL database and ingestion pipeline to model the academic research ecosystem, enabling analysis of scholarly impact, research trends, and relationships across works, authors, institutions, and funding sources.
Parallel / Sequential Backtester
Built a historical trading backtester in Go with sequential, BSP-style parallel, and lock-free work-stealing implementations to evaluate strategy performance across large market datasets.