Portfolio

Selected Work

Selected client work and independent research. Details available upon request.

Methodology for live trading systems is proprietary and not publicly disclosed.

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Featured Case Study

★ Featured Engagement
Quantitative Modeling Automation PostgreSQL Data Pipeline Backtesting

NFL Quantitative Betting System

The Problem

Manual signal generation across data prep, model runs, and line-shopping across 8 books was consuming 4+ hours per week. Not scalable, not sustainable, and not repeatable.

The Approach

Built a quantitative model combining multiple independent algorithms—each with different logic, different data sources, and different blind spots—so model failures don't compound, they cancel. Validated manually over a live test window before rebuilding as automated infrastructure. No capital was put at scale until edge was statistically confirmed.

The Results

74 Live Bets (Wk 2–8, 2024)
64.9% Win Rate (BE: 52.4%)
+11.61u Units Profit
+25.6% ROI
75%+ Positive CLV

The Rebuild

After proving the edge, rebuilt from scratch as production infrastructure:

Automated data pipeline with live ingestion PostgreSQL database with full schema versioning Rigorous backtesting across historical seasons Dashboards for visualization & model monitoring Automated line scraping + EV alerting Full test coverage across every layer

What took 4 hours/week now runs in minutes.

Roadmap

Architecture built to scale to NCAA Football, NCAA Basketball, and NBA. Future product: direct signal access for qualified clients.

The underlying model methodology is proprietary and not disclosed. Results are from a live test window, not backtested simulations.

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Other Engagements

Real-Time Market Data Infrastructure

Python WebSocket SQLite Cloud

Cloud-based pipeline capturing live prediction market microstructure from Polymarket. 650K+ rows, 13K+ trades collected. Early analysis surfacing potential alpha in tail-size trades and asymmetric position dynamics.

Deep Learning Price Prediction

Python TensorFlow Keras Optuna

LSTM-based deep learning model for t+1 Bitcoin price prediction using Fear and Greed Index as a feature, with hyperparameter tuning via Optuna. Full training, validation, and evaluation pipeline.

Neural Network Trading System

Python Deep Learning Backtesting

End-to-end neural network trading system with data preprocessing, model training, backtesting engine, and performance evaluation. Built for extensibility across multiple market regimes.

NFL Ticket Market Research

Research Statistical Modeling Data Visualization

120-page quantitative research report on multi-season NFL ticket market dynamics. 1,000+ visualizations, probabilistic modeling across primary and secondary markets. Informed $1.1M+ in revenue-generating trading decisions.

Implied Volatility Surface Models

Python Volatility Modeling Derivatives

Built implied volatility models across 15 commodity, currency, and index futures markets. Used for daily P&L and derivatives book risk management at an institutional hedge fund.

Crypto Lending Portfolio Analytics

Financial Modeling Risk Analysis Portfolio

Developed financial models for loan performance, counterparty exposure, and collateral adequacy to support institutional crypto lending operations. Contributed to scaling the portfolio from $60M to $180M.

Interested in working together?

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