execution-quality

SQL-driven order flow analytics for equity execution desks — schema design, analytical queries, and interactive notebook

ML-driven smart order routing — gradient-boosting models predict venue-level slippage, fill probability, and latency from a live ROS 2 execution-quality pipeline (FastAPI + React), with rolling live validation against realized fills

An institutional-grade Transaction Cost Analysis (TCA) framework designed to evaluate execution quality for treasury and multi-asset desks. Built with Python and SQL to automate data ingestion, calculate slippage, and visualize commercial metrics via an interactive Streamlit dashboard.

Execution cost on Solana, measured from public swaps. The median trade pays ~0 bps at any size; the worst decile spans 858x between a stablecoin pair and a platform token. Pre-registered hypotheses, controls, and the refutations.

Prediction-market execution research lab testing whether apparent short-horizon Polymarket BTC pricing edges survive spread, fill probability, latency, risk limits, and settlement frictions.