I am a quantitative researcher at DRW. Previously, I was a master’s student at the Concordia Institute for Information Systems Engineering (CIISE), where I completed my thesis (M.A.Sc) under the supervision of Dr. Jia Yuan Yu. My research interests include change point detection, operations research and financial market microstructures.
MASc in Quality Systems Engineering, 2020
BEng in Electrical Engineering, 2013
Recommendation engines are all the rage. From Netflix to Amazon, all the big guys have been pushing the envelope with research initiatives focused on making better recommendations for users. For years, most research appeared through academic papers or books that neatly organized these papers into their respective techniques (e.g. collaborative filtering, content filtering, etc.) to make them easier to digest. There have actually been very few pure text books on the subject given it is a fairly new research area.
This master thesis explores online kernel change point detection methods across a variety of synthetic datasets. Real market liquidity data is also analyzed using a kernel change point method. This is the final version that was accepted.
This project explores principal component analysis and autoencoders to reduce the dimensionality of the Fashion MNIST dataset. Multinomial logistic regression is paired with each technique to classify the images.
These notes present the overall structure of the RC4 stream cipher for data encryption in the TLS protocol. These notes are not complete, nor do they represent an entire understanding of all previous research, but they are a basic introduction.
Researched quantitative strategies for algorithmic trading.
Improved the app ecosystem for Lightspeed’s e-commerce & omnichannel platforms in North America. Negotiated revenue shares, referral agreements, and other kickbacks with partners. Beta tested apps and troubleshooted API-related issues.
Led 2 development teams of varying size simultaneously. Worked on different products in web development & iOS applications using agile scrum methodology. Created project timelines, Gantt Charts, budget reports, and provided daily client support to clients.
Programmed and tested various electromagnetic applications for CAD software used for electromagnetic modelling.
Available on request.