LinkedInLinks:
Education:
M.S. Mathematics, Rutgers — expected May 2027, GPA 4.0
B.A. Mathematics, Rutgers — 2023, GPA 3.96, Summa Cum Laude
B.S. Economics, Maryland — 2022, minor in Statistics
Research Interests:
Quantitative Finance
Stochastic Investment Models
Regime-Switching Models
Reinforcement Learning
Econometrics
Combinatorics
Research:
Liquidity-Dependent Retrace of Price Spikes under Cross-Venue Arbitrage
Independent research supervised by Prof. Larsen, Rutgers — Fall 2026. A model of how far
a centralized-exchange price spike retraces once arbitrage with a constant-product AMM pool
closes the gap, as a function of pool liquidity, slippage-adjusted execution rate and
order-book state.
Statistical Properties of Permutations and SYT Reflected by the
Robinson–Schensted Algorithm
With Jike Liu, Experimental Mathematics — Spring 2026. Row and column sum vector
uniqueness experiments on standard Young tableaux turned up two integer sequences
not previously in the OEIS, computed through n = 13. Paper, slides, code and
data on Graduate Projects.
Row & Column Sum Vector Fibers of SYT
Manuscript in preparation — 2026. A single-author sequel that treats the row and
column sum vectors as maps on standard Young tableaux and studies their fibers. Taken
together the two sums determine a tableau uniquely for every n ≤ 7; the first
pair they cannot tell apart shows up at n = 8. Four counting sequences fall out of
it, none of them in the OEIS. Not yet posted.
Markets:
Full-time independent investor since May 2023, working in special-situations, thematic equity, and real estate. Previously ran manual cross-DEX arbitrage on Ethereum and VeChain through the 2020–2022 DeFi cycle.
Competing in the Vanguard ETF Challenge, and registered for the Bloomberg Global Trading Challenge. Research code on Trading Projects.