About
I'm a senior at Duke University studying Financial Engineering and Mathematics. I'm drawn to the intersection of finance, technology, and digital assets.
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Projects & Writing
A six-module course that teaches how crypto works by letting you use it: break a blockchain, forge a signature, call a smart contract, trade against a liquidity pool and get liquidated. Covers blockchain mechanics, the major coins, a live market dashboard, smart contracts and DeFi, with real SHA-256 hashing and digital signatures computed in the browser.
A whitepaper for a permissioned blockchain that pays every songwriter, publisher and label their share of a stream automatically, settled in USDC. Covers why $424M in US streaming royalties sits unmatched, why Hyperledger Fabric fits better than a public chain, the system architecture, and a go-to-market and pricing plan, with a working split-contract demo.
The wheel on SPY over one year of real LSEG option quotes: weekly 0.25-delta cash-secured puts, covered calls after assignment, then puts again once the shares are called away. Full blotter and ledger, payoff diagrams and a Greeks breakdown of the option P&L, compared with buying and holding SPY.
How much solar and storage should a town of 2,000 build when loan rates, grid prices and carbon fees are uncertain? A MATLAB optimizer compares 12 panel and storage designs, finds the carbon fee where the best design flips to a full solar build ($0.55 per kWh), and tests the chosen design across 300 Monte Carlo price scenarios.
A Poor Man's Covered Call on Eli Lilly, backtested over one year on real LSEG option quotes: one deep in-the-money call in place of 100 shares, and a weekly short call whose delta follows a 21-day trend signal. Compared with buying and holding the shares on the same starting cash, with a full blotter and ledger.
Do stock markets correctly price rare earth supply chain risk? We find that they don't — the standard equity-based index has a daily correlation of ρ = 0.02 with actual metal prices. Evidence from 29 S&P 500 manufacturers using GJR-GARCH filtered quantile-on-quantile regression.
A live dashboard that teaches the U.S. bond market: yields, curve and credit spreads, and inflation expectations, each compared with pre-COVID and long-run averages and explained in plain language. Includes scenario analysis with duration and convexity, and a Monte Carlo simulation of future yields. Data refreshes every weekday.
A weekly covered-call strategy backtested on real LSEG tape: strike chosen by targeting a Black-Scholes delta that shifts with the implied-vol regime and pulls in further after a losing week. Full Reg T margin accounting and a 6,500+ point mid-vs-trade validation (R² = 0.999) justify the fill assumption.
A redesign of the website for the European Business Society at Duke, a student organization I co-founded that runs pro-bono consulting projects for companies in Europe, the US and the Middle East. Built from scratch in HTML, CSS and JavaScript, with an events calendar and a team directory.