Juno

---

About

My work sits at the intersection of:

• Probability & Statistics
• Game Theory & Market Microstructure
• Implied Volatility & Derivatives
• Machine Learning (as a tool, not a crutch)
• LLM Research on Time Series Embeddings

I care deeply about how decisions are made — not just whether a model predicts well — and I enjoy building systems that make those decisions visible, testable, and improvable.

---

Current Focus

• Volatility surface trading

  • OTM-only IV dislocation strategies
  • Surface-level reasoning rather than point estimates
  • Portfolio-level risk (delta / vega) over single-trade PnL

• LLM Research on Time Series Embeddings

  • LLMs excel at language but are not designed for numerical sequences.
  • Time-series data is ubiquitous, appearing in sensors, finance, EEG, climate, etc.
  • Effective numerical embeddings are needed as a "translation layer."

---

Background & Interests

• Strong Mental Arithmetic
• Quantitative trading & market making
• Options theory and volatility modelling
• Game-theoretic thinking
• Applied probability

---

Built with curiosity, restraint, and a long-term view.