My research interests lie at the intersection of quantitative finance, game theory, and data-driven decision making.

📈 Quantitative Trading & Market Microstructure

Active Research

Building and optimizing high-frequency trading models using tick-level data.

  • Order book dynamics and latency analysis in crypto markets
  • CTA strategy design with systematic statistical approaches
  • Microstructure feature extraction for alpha signal generation
HFT Order Book Tick Data CTA

📊 Options Pricing & Derivatives

Active Research

Pricing and trading exotic options in digital asset markets.

  • Exotic options pricing models adapted for crypto volatility regimes
  • Strategy development exploiting derivatives pricing inefficiencies
  • Volatility surface modeling and Greeks computation
Exotic Options Black-Scholes Volatility Crypto Derivatives

🔗 Blockchain Economics & Game Theory

Game-theoretic analysis of economic incentive structures in blockchain systems.

  • Verifier’s Dilemma — Analyzing incentive problems in Layer-2 scaling solutions
  • Data Factor Markets — Bayesian game framework for property rights allocation
  • Welfare implications of mechanism design in decentralized systems
Bayesian Games Mechanism Design Layer-2 Data Markets

🔮 Prediction Markets & Alternative Data

Exploring alpha signals beyond traditional market data.

  • Alpha generation from prediction market pricing dynamics
  • On-chain data analysis for quantitative research signals
  • Alternative data integration for portfolio risk management
Prediction Markets On-chain Data Alternative Data Alpha Research