I'm a rising Junior at the University of Chicago studying Computer Science and Astrophysics. Over the past few years I've spent time with various institutions including Morgan Stanley, Jane Street, Paragon National Group, and UChicago's Network Architecture Department in software development and quantitative research roles and have completed brief fellowships at D.E. Shaw and Sixth Street. Most recently I founded East Edge Securities, a Chicago-based multi-strategy investment manager. I am heavily involved in my collegiate community, heading recruitment for the UChicago chapter of BlackGen Capital and serving on my fraternity’s executive committee. This summer, I'll be returning to Morgan Stanley as a software engineering intern. Lastly, I'm a native New Yorker and an avid soccer, poker, and music enthusiast.
Options Pricing for European, American, and Asian Options - https://global-options-pricing.streamlit.app
Implemented traditional Black Scholes, Binomial Tree, and Monte Carlo pricing methods in an object-oriented fashion and built a deep q-network using an OpenAI gym and TF-Agents. Wrote a web app to price live and custom options using Polygon.io and YF.
Soccer Outcome Prediction Bot - https://sop-bot.streamlit.app/
Designed a TensorFlow/Keras deep neural network, which reached 71.34% test accuracy with minimal overfitting (with seeded weights) displayed on a web app. Built data scraping/aggregation/normalization utils to parse and regularize live soccer data.
Web-Based Project Feedback Forum - https://github.com/aaworks/project-smithy (previously hosted at projectsmithy.com)
Led a 4-student team to create a web app, database system, and admin dashboard using Python, Flask, SQLite, JS, Bootstrap, and bcrypt password hashing to facilitate project display & feedback. Made for use by a high school class with ~50 students per year.