Recent Posts

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.

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  • Master Thesis: Applying Kernel Change Point Detection To Financial Markets

    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.

    change point detection, thesis, kernel, markets
  • Comparison of PCA and Autoencoders with Image Data

    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.

    classification, pca, autoencoder, dimensionality reduction
  • RC4 Biases in TLS/SSL

    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.

    cryptography, tls, stream ciphers



  • Languages: Python, R, Java, Bash, HTML/CSS, C, SQL, Matlab
  • Frameworks: NumPy, Pandas, TensorFlow, PyTorch, Scikit-Learn, Git
  • Systems: OSX, Windows, Linux


  • 2017-Present: Quantitative Researcher, DRW

Researched quantitative strategies for algorithmic trading.

  • 2015-2016: Partner Manager, Lightspeed

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.

  • 2014-2015: Project Manager, REOL Services / CityRealty

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.

  • 2013 (Internship): Application Specialist, Infolytica

Programmed and tested various electromagnetic applications for CAD software used for electromagnetic modelling.

Other information

  • 2009-2013: McGill Varsity Athelete, Swimming


Available on request.