About Me
Hello! I am currently building Variational Research, a market maker focused on crypto and defi. I was previously VP of Engineering at Genesis Trading, an institutional liquidity provider, after I founded and sold Qu Capital, a quantitative hedge fund. Prior to Qu, I was an Egleston Scholar at Columbia University studying Computer Science. My background includes experience at Google X (robotics), Goldman Sachs (strats), the Columbia University Robotics Group, the Columbia Computer Graphics Group, the Columbia Bionet Lab, and Wolfram Research.
Experience
Industry
- Founder | Variational Research (2021–)
Algorithmic market making, liquidity provision, and proprietary trading for crypto and defi - VP of Engineering | Genesis Trading (2019–2021)
Algorithmic market making and principal trading. Subsidiary of Digital Currency Group. Developed high frequency execution system facilitating >$150B in volume - Founder | Qu Capital (2017–2019)
Acquired in 2019 by Digital Currency Group. Quantitative trading. Market-neural hedge fund - Software Engineer Intern | Google X (2017)
Robotics (perception). Unannounced project - Consulting Software Engineer | Fero Labs (2016–2017)
Built first MVP with Dr. Alp Kucukelbir and Dr. Berk Birand. Backed by Bowery and Sinovation. Advised by Prof. David Blei and Prof. Chris Wiggins - Quantitative Strategist Intern | Goldman Sachs (2016)
Investment Banking Division. Debt Capital Markets Strats and Corporate Derivatives Strats
Teaching
- Teaching Assistant | COMS 4160 Computer Graphics (Sp 2017)
Designed assignments and curriculum, held office hours, improved grading systems - Teaching Assistant | COMS 3157 Advanced Programming in C (Sp 2016, Fl 2016, Sp 2017)
Taught recitation, held office hours, helped improve curriculum and grading systems
Other
- Consulting Software Engineer | Synappsys Digital Services (2011–2012)
Worked on proprietary code for generation and manipulation of laser scanned 3D meshes - Consulting Website Developer | Sole Proprietor (2010–2014)
Web development services for local businesses
Research
Preprint
- Extending Winnowing for Code Similarity Detection | with Zachary Schuermann, Columbia University (2019–2020)
Summary: We work to extend past approaches to fingerprinting-based code similarity detection algorithms to incorporate information from git repository commits in an effort to contribute an open-source tool for use in computer science education. - Towards an Autonomous Drosophila Robotic Platform | with Dr. Yiyin Zhou, Amol Kapoor, Filipe Peres, and Zhenrui Liao, Bionet Group, Columbia University (2016–2017)
Summary: We work to develop algorithms using deep reinforcement learning on novel open hardware autonomous robotic platforms to reproduce key observable behaviors of the fruit fly for use in the verification and development of discrete system models. - shux: A Language for Particle-Based Physics Simulation | with John Hui, Mert Ussakli, and Andy Xu, Columbia University (2017)
Summary: We seek to design a language optimized for expressing, simulating, and rendering particle-based physics problems such as cloth, fluid, and soft body dynamics by means of useful abstractions, functional paradigms, and a revised syntax. - Spectral Analysis of Discrete Differential Operators for Geometry Patch Matching | with Dr. Keenan Crane and Dr. Alec Jacobson, Columbia Computer Graphics Group (2015–2016)
Summary: We work towards developing useful discrete differential operators such as the Laplacian and modified Dirichlet energy for patch matching of arbitrary geometry with applications to mesh resolution upsamping. - Functionals of Cellular Automaton Rules | with Carlos G. Martin, Wolfram Research (2015)
Abstract: We model the collection of possible neighborhood configurations in an elementary cellular automaton as a discrete manifold over which the transition function or rule takes on Boolean values. We find the Dirichlet energy of different rules through the Boolean differential calculus by summing over all possible neighborhood configurations [...] - Visual and Motor Interfaces for Neurokernel | with Dr. Yiyin Zhou and Amol Kapoor, Bionet Group, Columbia University (2015–2016)
Summary: We work to build an interface between a parallelized emulation of the vision system of the Drosophila melanogaster on multiple GPUs and real-time sensory inputs from and outputs to the environment, including signal preprocessing. - Classification of Unimodular Einstein Lie Groups Towards Resolving the Alekseevskii Conjecture | with Prof. Michael Jablonski, University of Oklahoma (2013–2014)
Summary: We work towards a parallelized numerical algorithm to classify unimodular Einstein Lie groups with applications to resolving the long-standing generalized Alekseevskii conjecture. - Casimir Torque in Inhomogeneous Dielectric Plates | with Prof. Kimball Milton and William Long, University of Oklahoma (2013)
Abstract: In this work, we consider a torque caused by the well known quantum mechanical Casimir effect arising from quantized field fluctuations between plates with inhomogeneous, sharply discontinuous, dielectric properties [...]
Miscellaneous
Projects & Open Source
- Real-Time Position-Based Fluid Simulation (2021)
Experiments with Rust PBD fluid simulation targeting both native binary and WebAssembly. Works with modern browsers - Real-Time In-Browser Fluid Simulation with WebAssembly and WebGL2 (2021)
Experiments with Rust SPH simulation including a WebAssembly thread parallel solver rendering to an HTML canvas context. Works with modern browsers - Real-Time Raytracing of Black Holes in Interactive VR (2017, 2020)
Awarded engineering project grant to develop a raytraced approximation of the visual phenomena of black holes in real-time virtual reality - RL Grasping | CS6731 Final Project (2019)
Deep deterministic policy gradients and hindsight experience replay seeded with demonstrations applied to grasping problems for FetchIt! at ICRA 2019 - Cellular Automata in LISP | CS3101 Final Project (2017)
Elegant implementation of cellular automata simulation in LISP. Supports elementary cellular automata and Conway's "Game of Life" - Spectral Energy Visualization (2016)
Experiments with FFT-based audio spectral energy visualization towards onset detection. Works with modern browsers - Incompressible SPH | CS4167 Final Project (2015)
Experiments with predictive-corrective integration methods applied to enforcing the incompressibility of SPH simulations - Quadcopter Research Platform (2015–2016)
Awarded engineering project grant to create extensible low-cost platform for autopilot control system research - Laminar Dynamics | Columbia Venture Competition (2015–2016)
Founded team to build autonomous drones for medical supply delivery in Africa. Columbia Venture Competition finalist - Pingr | Columbia Residential Incubator (2014–2015)
Tested location-based social network through product-market fit analysis with surveys. Developed MVP as part of selective entrepreneurship incubator - FFFT of Generated Functions | ELEN1201 Final Project (2014)
Function generation using variable inductor-capacitor circuits and frequency spectrum display using a fixed fast Fourier transform - ANNs for Robot Navigation (2011-2012)
Early independent project to train feedforward neural networks using genetic algorithms for collision avoidance - Experiments with Physically-based Animation (2007–2011)
Developed fully-featured rigid body physics engine. Particle-based fluid dynamics, cloth simulation, shadows, raytracing, and more - Long-Distance Control for UAVs (2005–2007)
Developed robotic directional antenna for communication with fixed-wing UAVs including smooth tracking algorithm - Real-Time Video for Robot Remote Control (2002–2004)
Developed a wheeled robot with servo mounted camera combining a PC and microcontroller to demonstrate remote movement with real-time video
Presentations
- Google Cloud for Data Science | Columbia University (2017)
Curriculum covering virtual machine creation, containerization, and basic devops. Lecture given with 75+ attendees at Columbia's largest data hackathon - Avoiding Overfitting in Finance | Columbia University (2017)
Lecture given as part of a larger series I coordinated on modern quantitative finance. Brief talk notes covering common pitfalls in creating financial models - Introduction to Data Science | Columbia University (2017)
Basic curriculum covering visualization, regression, and clustering. Two workshops with 80+ attendees given at Columbia's largest hackathon - Software Engineering: Writing Good Code | Columbia University (2016)
Given as part of a larger series I coordinated on best practices in software engineering. Covers code style, static analysis, design patterns, and testing
Other
- C/C++ Essentials (2016)
Short and informal review covering UNIX, IO, Networking, HTTP, C and C++ language basics, templating, standard container libraries, and much more - Java Interview Review (2015)
Short and informal review covering data structures, algorithms, and general features of Java suitable for interview prep or refreshing language knowledge
Education
- Computer Science | Stanford University (2020–)
Part-time graduate coursework - BS, Computer Science | Columbia University (2014–2019)
Egleston Scholar (top <1% of class) - Mathematics | University of Oklahoma (2008–2014)
Began coursework at age 12
Selected Activities
- Columbia Engineering Entrepreneurship | Entrepreneur In Residence (2018–2021)
- Columbia Data Science Society | Executive Board Member (2015–2017)
- Columbia Application Development Initiative | Executive Board Member (2015–2017)
- Columbia Egleston Scholars Executive Board | Founder (2015–2017)
- Columbia Engineering Student Council | Representative (2015–2016)
Press
Selected Honors
- Harvard Innovation Challenge Winner | Numinar Analytics (2019)
- Columbia Venture Competition Finalist | Laminar Dynamics (2016)
- Kakehashi Project Fellow | Columbia University, Japanese PM Shinzo Abe (2015)
- Egleston Scholar | Columbia University (2014)
- National Merit Scholar | National Merit Scholarship Corporation (2014)
- Presidential Scholar Nominee | U.S. Department of Education (2014)
- Siemens Competition Semifinalist | Siemens Foundation (2013)
Selected Media
- "Rising to the Perfect Pitch" | Columbia Engineering (2019)
- "Outstanding First-Years" | Columbia Engineering (2014)