CV

I founded shapeshifter.builders and co-founded arrow.markets

Education

Ph.D., Finance, University of California, Los Angeles (UCLA), Anderson Graduate School of Management, 2018
M.A., Economics, UCLA, 2011
B.A., Economics, Honors, UCLA, 2011
B.S., Applied Mathematics, UCLA, 2011

Research

Options and Risk
Options and Prediction Markets
Extrapolating Implied Volatility
Automated Margin In Practice
Option pricing with Markov dynamics

Micro
Banking with Risky Assets
Assessing Mutual Fund Performance in China

Markov Processes
Markov decompositions of expected returns
Transitory components of Markov processes
The spectral gap and asset pricing

Invitations, Awards AND Articles

“Liquidity and Credit Supply at US Banks”, FRBNY and NYU Stern Conference on Financial Intermediation, 2015
“The Free Boundary Problem: Regularity for the Fractional Laplacian”, UCLA Mathematics Applied Analysis Speaker Series, 2012
“The Volcker Rule,” with Priyank Gandhi, Center for the Study of Financial Regulation, Issue No. 10, 2013
“Mutual Funds in China,” with Bradford Cornell, Jason Hsu and Phillip Wool, Journal of Portfolio Management; Vol. 46, Issue 5, 2020
The Building Blocks: Options, Derivatives and Beyond in Web3, ETH Denver, Feb 14, 2022
On-Chain Derivatives Panel, Avalanche Summit, Barcelona 2023
Fink Center for Finance and Investments, Summer Fellow, 2013-2015
UCLA Anderson, University Fellowship, 2011-2016
Princeton Macroeconomics and Finance Initiative Travel Grant, 2013
Yale Workshop on Behavioral Finance Travel Grant, 2013
LSE Paul Wooley Center for Dysfunctional Capital Markets Travel Grant, 2013
MIT Sloan Capital Markets Workshop Travel Grant, 2013
The London Business School (LBS) Transatlantic Doctoral Conference, 2013, 2014
Anderson Asset Management Association, Guest Speaker, 2013
UCLA Department of Economics, Departmental Scholar, 2009-2011

Computing

R, Python, C++, Golang, Julia, MATLAB, Mathematica, Solidity, Typescript, Rust

miscellanea

Organizer, UCLA Anderson Doctoral Seminar Series, 2013-2014
Neighborhood Emergency Response Team (NERT), San Francisco Fire Department, 2006-2008