Systems at the
edge of markets.

My axis runs through two disciplines that rarely talk distributed systems and quantitative finance. I study markets the way an engineer studies protocols: from first principles, adversarially, with an eye for where latency and information asymmetry interact.

Current focus: asset pricing and factor modeling, and the infrastructure that makes real-time alpha research possible at scale.

I build to understand. Every system I write teaches me something about constraint like network partitions, market microstructure, Lamport clocks, liquidity regimes. The common thread is that the hard problems live at the boundary between theory and production.

Outside the terminal: music production, rap ghostwriting, graphic design. I approach all three the same way I approach systems obsessively, from the material up.