2025 — Present
EigenTorch
A machine learning framework written from scratch in C++, built to be fast enough to make predictions on market data as it ticks in.
Projects
2025 — Present
A machine learning framework written from scratch in C++, built to be fast enough to make predictions on market data as it ticks in.
2025 — 2026
A paper asking how much of a stock's price movement is explained simply by the imbalance between buy and sell orders. Across 24 million quotes, the answer is about half. There maybe some non-linear dynamics better captured by modern ensemble methods.
Also