Projects
A selection of past and current projects
Quantum Annealing for Cardinality Constrained Portfolio Optimization

My Master's thesis where I "solved" a constrained portfolio optimization problem using heuristic algorithms and a quantum computer, the D-Wave 2000Q.
Applications of Random Matrix Theory to Equity Indices

Clustering algorithms applied to dimensionality-reduced covariance matrices.
Arbitrage in Volatility Surface Parameterizations

Exploring arbitrage induced by different parameterizations of the volatility surface.