Architecting Market Intelligence
A retail quant building real systems in public — focused on process, tooling, and research.
Projects
Projects and works in progress….
Data Foundations Project
DFP is a structured effort to build a clean, reproducible, and well-defined data framework and pipelines that future modelling and system components can rely on with confidence.
Market Regime Modelling
PRCSDM modelling is an explicit commitment to treating markets as state-dependent systems rather than stationary processes. Instead of fitting a single model across all conditions, we define a compact, economically grounded feature space—volatility, correlation structure, dispersion, liquidity, trend—and use statistical inference to identify persistent latent states with probabilistic outputs.
Correlation Analysis Engine
(CAE) is measures and monitor the structural relationships between assets and markets. Its purpose is to quantify how assets, markets, are moving together or fragmenting, using rolling correlation matrices, PCA decomposition, clustering, and dispersion diagnostics.
Derivative Market Structural Analysis
OMCSA is a structural options model to measure how volatility, convexity, and positioning are being priced in the options market. By reconstructing volatility surfaces, tracking skew and term structure, and quantifying crowding, it transforms option chain data into indicators of stress, fragility, and positioning imbalance.
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