Engineering Luck.
Quantitative researcher and founder of Quillon Markets. I build low-latency trading systems and study market structure across prediction and emerging derivatives markets.
Selected Work
Research
Research · 2026
Equilibrium Execution
A Stackelberg model of AMM trading under endogenous MEV, calibrated adversaries, optimizer sensitivity, and explicit deployment guardrails.
Research
Hybrid Regime Detection and Risk Management
A Bayesian HMM-LSTM framework for semiconductor equities under volatility, structural breaks, and changing market regimes.
Current Interests
Markets & Machines
Prediction Markets
Liquidity provision, market making, information discovery, and event-driven markets
DeFi
Perpetuals, MEV, exchange design, and on-chain market structure
Market Microstructure
Latency, order flow, queue dynamics, information asymmetry, and price formation
Trading Systems
Low-latency Rust infrastructure for market data, execution, automation, and risk management