ProbGAN

Descrption: Developed a proprietary AI algorithm to forecast options-derived moments such as implied volatility, enhancing predictive analytics in derivatives trading.

Dynamic Implied Probability (DIP)

Descrption: Co-developed the Dynamic Implied Probability (DIP) model for option pricing with Dr. David Shimko. Implied distributions in the model provide risk-neutral higher moments, enabling more accurate forecasting and simulation of future implied probabilities.

ZDTE Option Dashboard

Descrption: Supervised the IT team in developing an interactive dashboard for Zero-Dated Options (ZDTE), integrating real-time analytics based on advanced quantitative models