StatArb
AlphaStream-KF: Statistical Arbitrage with a Kalman Filter
Building an institutional-grade pairs trading engine for large-cap US equities — from cointegration theory to a full event-driven backtest with realistic market friction.
My work is driven by a strong curiosity on how technology can shape the future.
I believe real innovation lies at the intersection of logic and imagination, and that the greatest value we can bring is building technology that empowers people and communities.
"Stay hungry, stay foolish."
Currently
Master at UIC
Master at UIC
Computer Science
Double degree program with Politecnico di Torino, Master of Science in Computer Science, with specialization in Data Science.
Just the facts
Computer Science & Engineering
Computer Science & Engineering
at Politecnico di Torino
Politecnico di Torino
HFT
Building a 4-Microsecond HFT Engine for Crypto Arbitrage
How I optimized a strategy from milliseconds to microseconds using C++, Pybind11, and Order Book Imbalance.
Causal Inference
Does Empathetic AI Language Cause Emotional Attachment?
A causal inference study investigating whether empathetic language generated by large language models directly increases users' emotional attachment in real-world chatbot conversations.
