Selected work
Selected quantitative and technical work.
This is not a catalogue of everything I have considered building. It is a record of work with enough evidence to inspect. Status labels distinguish implemented prototypes, collaborative experiments, technical notes, and archived work.
Publication standard. A featured project must state the precise problem, my exact role, dated status, data provenance, method, result, validation attempts, limitations, and a reproducible artifact or a documented reason for non-disclosure.
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
Public scope: private systems, concept-only projects, restricted research, and work without a clear authorship or release boundary are excluded.