Market data quality
Point-in-time integrity, provenance, corporate actions, missingness, and the cost of incorrect assumptions.
Informatics · Quantitative finance · Research software
I build reproducible quantitative research for markets and risk.
I’m a Czech informatics student working with financial models, market data, Python, and research software. Here you can inspect the methods, code, results, and limitations behind my work.
Based near Prague · Open to research, quantitative, data, and engineering opportunities
01BSc Informatics candidate · Czech University of Life Sciences Prague
02Academic year 2025–2026 · University of Wisconsin–Madison
03Python · Rust · data analysis · financial modeling
04Every public project states status, evidence, and limitations
Selected work
Projects you can inspect, not just read about.
A small set of technical artifacts with explicit scope, methods, contribution, reproducibility, and boundaries.
View all selected work
Implemented research prototype
Volatility Cascade Engine
A deterministic Python simulation of how leverage, margin pressure, forced liquidation, and endogenous price impact can amplify a shock across overlapping synthetic portfolios.
Python6 synthetic funds5 synthetic assetsScenario sweep
Read the case study
Work in progress · collaborative repository
Merkle Commitments with Poseidon in Rust
A public Rust/arkworks prototype for commitments, Merkle roots, and membership proofs. The case study separates the repository’s capabilities, my documented contribution, and its non-production limitations.
RustarkworksMerkle proofsExplicit limitations
Inspect the implementation
Current direction
A focused research program around markets, data, and survival under constraints.
The priority is not publishing frequently. It is producing a small number of technically defensible artifacts with point-in-time data, reproducible methods, realistic constraints, and honest limitations.
Volatility and liquidity
How leverage, margin, spreads, depth, and forced selling alter outcomes when conditions deteriorate.
Portfolio survival
Drawdown, concentration, correlation shifts, tail events, and decision rules that keep a system alive.
Research infrastructure
Versioned data, deterministic runs, tests, experiment logs, and software that makes claims inspectable.
About
I work where finance, software, and evidence meet.
I study Informatics at the Czech University of Life Sciences Prague and spent the 2025–2026 academic year at the University of Wisconsin–Madison, where my coursework included finance, economics, financial modeling, industrial engineering, and computer science.
My current work focuses on building stronger quantitative and research-engineering foundations through reproducible projects, careful data work, and explicit validation.
I am most useful when the task is to define a question precisely, build the analytical workflow, test assumptions, and communicate what the result does—and does not—support.
Read more about my backgroundRésumé, academic CV, code, and contact—with clear evidence boundaries.
For a concise overview, download the one-page résumé. The HTML CV and academic CV provide a fuller, dated record of education, projects, technical skills, and supporting links.