Topic
Quantitative finance
Options analytics — gamma, volatility, term structure — as a second track since 2021.
Control-loop stability and options gamma are the same argument; I checked. CTO and quant work at MenthorQ, plus frameworks for deciding whether a trading feature carries real predictive information.
Experience
Where it was practised
Projects
What got built
Creator and maintainer, built for MenthorQ
Rosetta framework
Deciding whether a candidate trading feature carries real predictive information, with enough rigour to survive out-of-sample data.
Creator and maintainer
myfinance
Working through quantitative finance by implementing it: pricing, portfolio analytics, and fundamentals.
Creator and maintainer
Paint-dryer investing system
A rules-first family investing system, boring on purpose.