Featured · Options Expected Value
Intraday SPY 0DTE Options Expected-Value Research
SEP 2026 – PRESENT
A conditional-return research framework for testing whether short-horizon SPY signals retain positive expected value after option repricing, bid-ask spreads, slippage and out-of-sample validation.
5–15 min forward horizons
0DTE SPY options
9/21 EMA state transitions
Post-cost EV focus
Conditional-return model
- Estimates forward return distributions after 5-minute 9/21 EMA state transitions, conditioned on VWAP, relative volume, momentum, time of day and volatility regime.
- Maps scenario probabilities into option P&L through dynamic repricing as spot, implied volatility and time to expiration change.
- Measures expected return, maximum favorable excursion (MFE), maximum adverse excursion (MAE) and transaction-cost sensitivity rather than win rate alone.
Attribution & validation
- Decomposes short-horizon option P&L into delta, gamma, theta and volatility components using Black–Scholes and Greeks.
- Uses event studies, non-overlapping signal windows, volatility-regime controls and bootstrap confidence intervals to separate persistent edge from sample noise.
- Tests robustness with walk-forward validation, explicit bid-ask and slippage assumptions, and out-of-sample performance checks.
PythonPandasNumPyBlack–ScholesGreeksMonte CarloWalk-Forward Validation
Ongoing research. No live-performance claim or financial advice; expected value is evaluated after execution costs and under out-of-sample constraints.
Featured · Quant Research & Execution
Automated Options Research & Execution Platform
MAY 2024 – PRESENT
A modular paper-trading platform spanning real-time and historical market data, signal generation, OCC contract selection, order execution, position reconciliation, exit management and pre-close flattening.
+$13,141 documented research run
2.32 profit factor
55% win rate
0–10 DTE research
Platform & strategies
- Supervised momentum, scalping and reference bots with crash restart, duplicate-signal prevention, startup reconciliation, DST-safe scheduling and environment-based secrets.
- 5-minute 9/21 EMA momentum with session VWAP confirmation, 8–13-symbol watchlists, alerts and independent Alpaca price checks.
- SPY/QQQ and large-cap 1DTE runners, a QQQ 0DTE fixed-dollar scalper, and a SPY 15-minute ORB engine for defined-risk credit spreads.
Quant methods & validation
- Modeled next-bar fills, stop-before-target ordering, slippage, expiry selection and missing-data skips using Alpaca 1-minute and 5-minute option bars.
- Implemented Black–Scholes pricing, bisection-based implied volatility, Greeks, vertical-spread payoff geometry and risk-constrained sizing.
- Produced trade ledgers, equity curves, parameter sweeps, walk-forward reports, bootstrap Monte Carlo analysis and live-versus-paper comparisons.
PythonAlpaca REST/WebSocketyfinancePandasNumPyRailway
Research result shown before full slippage and out-of-sample validation. Paper trading only; not presented as live performance or financial advice.
Quant · ML
S&P 500 Key-Level Behavior
Filters EMA-crossover signals by classifying market behavior around support/resistance. Three models score each setup — 91%+ of filtered signals reach a 1:2 risk-reward.
PythonXGBoostRandom Forestscikit-learn
Computer Vision
YOLOv7 Object Counter
Region- and line-based object counting on top of YOLOv7 with custom functions. My most-used open-source project.
PythonPyTorchYOLOv7OpenCV
LLM · Trading
Claude × TradingView Copilot
Screenshots live TradingView charts via Chrome DevTools and reasons over them using your own Pine-Script logic in the prompt. Persistent memory, swappable vision models.
PythonClaudeGeminiCDP
LLM Agents
AI Cheap Orchestrator Agents
An agent crew where Claude orchestrates three DeepSeek workers passing tasks back and forth — built a Minecraft clone in ~5 minutes for about $0.05. Drop the folder into any project.
PythonClaudeDeepSeekAgentic
Computer Vision
License-Plate Recognition
End-to-end license-plate detection and recognition built on YOLOv7.
PythonYOLOv7OCR
LLM · NLP
Twitter Scraper with LLM
Scrape an X/Twitter timeline and chat with the tweets through an LLM.
PythonLLMNLP
Electrical Engineering · PCB
KiCad PCB Design
Designed a printed circuit board from schematic capture through layout and manufacturing output, including component selection, footprint assignment, routing, ERC/DRC verification and Gerber/drill-file preparation.
KiCadSchematic CapturePCB LayoutERC/DRC
Embedded Systems · STM32
Environmental Monitoring & Radar System
Built an STM32 system that combines temperature, humidity and ultrasonic sensing with 0–120° servo radar scanning, real-time threshold warnings and averaged measurements for improved stability.
STM32Embedded CGPIOPWMDHT11HC-SR04