Co-Founder & Technical Lead
founderBuilt fintech analytics platform for detecting asymmetric information flow using PIN/VPIN market microstructure measures
- Implemented PIN/VPIN (Probability of Informed Trading/Volume-Synchronized PIN) measures for market microstructure analysis visualization →
- Designed and deployed data acquisition pipelines processing Level 2 market data (order book, bid-ask spreads, trade flow) code ⟨/⟩
- Managed PostgreSQL database architecture for high-frequency trade and quote data storage
- Coordinated small team (3 people) across research, development, and UI design
- Built investment advisory system highlighting potential information asymmetries and trading opportunities