TIPS ETF Whitepaper @ GlimmAnalytics
Wrote whitepaper with Dr. James Glimm that conducts extreme value analysis of iShares TIPS ETF & CPI to find signals for ETF share price and improve auto-regressive models
About Me
Interested in the fields of statistics, time-series analysis, regression/inference, computational mathematics, and machine-learning. Particularly, their applications in equity markets, business strategy, and technology.
Featured Projects
PhD Webinar Presentation
Presented work from TIPS ETF whitepaper at SBU Quant Finance & Statistics PhD Webinar, featuring guests from Goldman Sachs and Renaissance Technologies
Co-develop Drawdown Beta Site
Co-developed website that features Conditional Drawdown At-Risk Beta, Expected Regret Drawdown Beta & more for all S&P 500 Tickers
Education
- Columbia University - M.S Operations Research, 2025
- Stony Brook University - B.S Applied Math & Statistics, B.S Financial Information Systems, 2022
Skills
Programming
- Python
- R
- SQL (Snowflake, Server, SQLite, MySQL)
- HTML
- CSS
- JavaScript
- React
Math & Models
- LightGBM
- Gaussian Mixtures
- Non-linear Regression
- Imbalanced Learning
- Clustering
- Linear Programming
- Stochastic Processes
Other
- Excel
- Financial Statements
- M&A Fundamentals
Courses
Mathematics
- AMS 320 - Quantitative Finance
- IEOR 4004 - Optimization Models & Methods
- AMS 301 - Finite Mathematical Structures
- IEOR 4106 - Stochastic Models
- AMS 341 - Operations Research: Deterministic Models
- MATH 004B - Differential Equations
- MATH 004A - Multivariable Calculus
- AMS 210 - Applied Linear Algebra
- IEOR 4150 - Probability & Statistics
- AMS 315 - Data Analytics
Engineering
- IEOR 4574 - AI & Digital Transformation
- ISE 305 - Database Design & Practice
- CSE 215 - Foundations of Computer Science
- ISE 339 - Benevolent Computing
- ESE 346 - Computer Communications
- IECE 213 - Data Structures & Algorithms
- CIS 043 - Software Development With Java
Other
- IEOR 4578 - Startup Fundamentals
- IEOR 4207 - Human Factors: Performance
- ISE 333 - User Inteface Development
Certifications
- Stanford Online Machine Learning - Coursera
- Series 79 - FINRA
- SIE - FINRA
- Bloomberg Market Concepts - Bloomberg