About
Background, methodology, and approach
Background
Quantitative researcher focused on options strategies, volatility analysis, and systematic equity research within the technology and semiconductor sectors.
This site serves as a personal research dashboard — aggregating portfolio analytics, options strategy tools, and industry mapping into a single interactive platform. All data is derived from pre-processed snapshots and public market data.
Core focus areas include AI infrastructure supply chain analysis, semiconductor capex cycle modeling, and volatility regime-based options portfolio construction.
Skills & Tools
Languages
Quant Tools
ML/AI
Data & Viz
Platforms
Methodology
Statistical Arbitrage
Pairs trading and mean-reversion strategies using cointegration analysis, Kalman filters, and regime-switching models.
Volatility Modeling
GARCH family models, implied vs realized vol analysis, volatility surface fitting, and regime classification for options strategy selection.
Monte Carlo Simulation
Path-dependent option pricing, portfolio VaR/CVaR estimation, and scenario analysis with correlated asset dynamics.
Greeks Risk Management
Portfolio-level Greeks aggregation, delta-gamma-vega hedging, and theta decay optimization for multi-leg options books.
Scenario Analysis
Multi-scenario frameworks for equity positions with probability-weighted target prices, trigger conditions, and systematic entry/exit rules.
Supply Chain Mapping
Industry graph analysis for semiconductor/AI ecosystem, identifying chokepoints, revenue dependencies, and geopolitical risk concentrations.
Contact
For inquiries about research collaboration or methodology discussions, please reach out via the channels below.