About me

I'm an enthusiast in Quantitative Finance and Market Microstructure, specializing in time series analysis. While attending university, I focus on strategy development and research for Active Liquidity Managers in Decentralized Exchanges (DEXs).
My primary interest lies in enhancing Liquidity Provider Profitability, particularly in the context of Loss versus Rebalancing (LVR). Additionally, I'm intrigued by how Request for Quote (RFQ) mechanisms impact DEX markets and the potential of achieving best execution through Intent agents in this space.

SNS Accounts