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YZ

Cornell · Quantitative Research & Options Risk

I build tools for option valuation, whole-contract hedging and auditable trading research.

Selected work What to inspect Open
WTI Options Desk Integer proxy hedges, explicit trading costs and residual stress risk. 45 precomputed cases · synthetic inputs. Demo · Code
NVDA Research Lab 18 walk-forward folds, trade accounting and 1× / 2× / 4× costs. Historical development evaluation. Findings · Code
Cushing / WTI Research 481 publication-aligned observations, seasonal controls and stability checks. Historical public data. Memo · Code

View the research portfolio →

Research assumptions, negative results and reproduction instructions are linked within each project.

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  1. cushing-wti-research cushing-wti-research Public

    WTI options desk with volatility controls, indicative quotes, proxy hedges and stress risk. Synthetic interactive demo plus historical Cushing inventory research.

    Python 1

  2. Nvda_Quant_Model Nvda_Quant_Model Public

    Reproducible NVDA signal research with walk-forward validation, execution accounting, probability calibration and risk diagnostics.

    Python 4

  3. ai-supply-chain-research ai-supply-chain-research Public

    AI supply chain research and decision hygiene system

    Python 4