Founder & Engineer | Building Prediction Market Infrastructure
I am an Ex-Quant and AI Researcher who moved from Montreal to San Francisco to build at the intersection of High-Frequency Trading and Agentic AI. I specialize in reverse-engineering market data feeds, building decentralized vaults, and creating self-evolving agent architectures.
Previously worked at Thirdlayer (YC W25) on agentic memory and turned down a $400k offer from another yc backed company to build my own vision.
- Raven: Building the "Bloomberg for Prediction Markets." A decentralized copy-trading vault for Polymarket using ERC4626 (Solidity/React/FastAPI).
- HFT & Arbitrage: Engineering low-latency pipelines (Python/C++) to front-run order books and capture arbitrage on prediction markets.
- Second Brain: Developing a self-evolving AI agent using MCP (Model Context Protocol) that learns from system logs and personal data to optimize workflows.
- Winner: World’s largest AI Trading Hackathon ($10k Prize) - Built a Temporal Fusion Transformer for time-series forecasting.
- 2nd Place: Afore Capital Hackathon - Built a political trade visualization agent.
- Infrastructure: Scraped the NASDAQ order book from scratch (ITCH feed) in C++.
Languages
Frameworks & Cloud
AI & Data
Building in public in SF. Reach out if you are interested in Prediction Markets, Alpha, or Agents.


