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Edge, engineered.

Quantitative finance research with transparent, reproducible methodology — hypothesis-driven work, honest disclosure.

Browse Research Archive

The work shows its working.

Every paper carries its methodology, its data, and its status — no result is shown until it can be reproduced from the linked source.

Selected work

Recent research

Working papers and in-progress studies — status shown honestly, with results published only once they are reproducible.

  • Volatility
    Working Paper

    Penalty-Based No-Arbitrage Enforcement for Neural Volatility Surfaces Under Sparse Strike Data

    A constraint-informed neural network framework for fitting arbitrage-free implied volatility surfaces to sparse option price data.

  • Volatility
    In Progress

    Realized Volatility Forecasting with Heterogeneous Autoregressive Models

    HAR-RV extensions with intraday microstructure noise correction and robust out-of-sample evaluation.

  • Microstructure
    Coming Soon

    Order Flow Imbalance and Short-Horizon Price Discovery

    Decomposing transient versus permanent price impact using high-frequency limit order book data.