About

Senior Analyst at Deloitte. Independent quantitative researcher focused on market microstructure, neural architectures for financial time series, and systematic trading.

By day, I work across financial due diligence, business performance reviews, and financial modelling for clients in TMT, Energy, Industrials, and Consumer sectors. By night, I build and test quantitative trading systems on live markets.

My research sits at the intersection of applied statistics and real-time execution. I am interested in questions like: how fast does edge decay at the tick level? Can state-space models replace Transformers for financial sequences? Which cross-asset relationships survive multi-year stability testing? All studies published here are empirical, grounded in live market data, and tested under realistic execution constraints.