At Sigma Dynamix, I executed and evaluated 200+ trades within a defined proprietary risk framework. I analyzed institutional order flow, Bookmap depth-of-market, VWAP deviations, and auction market theory to identify intraday setups.
I built and manage Institutional Edge, a private trading mentorship and signal service focused on market structure and order flow. I authored a curriculum on liquidity sweep setups, volume profiling, and risk management, and secured a brand partnership with Vantage Markets.
As an independent Futures and Forex trader, I use systematic order flow and liquidity execution across futures and spot FX markets. My work is supported by coursework in quantitative modeling and financial markets, alongside programming in Python and Java.

