M.S. Applied Data Intelligence, SJSU (2027) · San Jose, CA
Building data pipelines and quant systems that run fast and explain themselves.
| Project | Description | Stack |
|---|---|---|
| options-pricing-engine | Vectorized Black-Scholes + Monte Carlo · 8.56M prices/s · CRR binomial for American options | Python · NumPy · Cython |
| streaming-lakehouse | Medallion architecture · Kafka → Spark → Delta Lake · 10.9K rows/s · 73 tests | Kafka · Spark · MinIO · dbt |
| market-data-pipeline | Zero-copy ITCH parser · lock-free SPSC ring buffer · per-symbol order book | C++20 · FIX 4.2 |
| limit-order-book | Price-time priority matching · 715k orders/sec · p99 5μs · Cython hot path · 42 tests | Python · Cython |
| backtesting-engine | Market microstructure simulation · slippage modeling · supports limit/market orders | Python |