About
Security, systems, and markets
I’m a computer security researcher, systems engineer, technical leader, and quantitative trader. My work spans low-level systems, program analysis, distributed systems, production security, research, expert testimony, and quantitative modeling of options, volatility, and portfolio risk.
Engineering & Security
At heart, I like engineering
I like security, and I usually build security products, though I’ve worked on a wide range of engineering problems. I’m an empathetic, people-first technical leader passionate about building products that improve users’ lives.
I get particularly excited when a problem draws from the breadth of computer science: operating systems, distributed systems, programming languages, compilers, program analysis, and machine learning. I believe the greatest security solutions come from taking a broad view of the paths worth exploring.
I started programming young. Over the past 30 years, I’ve worked across electrical and computer engineering, security research, and large-scale software engineering. I’ve published papers at top-tier security conferences, received research awards, developed patented technology, served as an expert witness, helped lawyers understand program analysis, and testified at trial (fun!). I’ve also built distributed systems, developer tooling, and production security pipelines that improve security and the daily work of the people who depend on them.
I’m a fierce protector of my colleagues, as well as a leader and educator who loves to teach, share knowledge, and help people grow. I speak my mind, advocate for people and technical integrity, and try to be useful whenever I can.
Markets & Trading
Extracting alpha from chaos
I’ve spent years trading options and futures and studying volatility surfaces, position sizing, portfolio risk, and the Kelly criterion. I build models that try to extract alpha from chaos: stress-testing portfolios, simulating extreme-tail events, analyzing option structures and overlays, and identifying what can go wrong before it does.
Markets fascinate me as complex ecosystems that sometimes seem to approximate the collective unconscious. Trading scratches the same itch as security and distributed systems: adversarial conditions, intertwined systems, different incentives and strategies, incomplete information, and a constant demand for disciplined execution. It requires following an edge while it persists and recognizing when the evidence says the regime or thesis has changed. I’ve paid my tuition and traded through extremely volatile markets.
Today that work continues at Ex Nihilo Arcanum Capital.