I measure risk and advise on hedging it, including when the answer is do not hedge. The advice is instrument-agnostic: I do not sell products, execute trades, or take a counterparty's side, so the recommendation can be no.
Two lanes at the moment: healthcare payer and provider risk, and GPU and compute commitments.
Harvard computer science, then options market making at Akuna Capital, signals engineering at Aquatic, and founding machine learning engineer at Vulcan. Hedge Quantitative Research LLC is a Massachusetts company.
Public: a comment to the CFTC on the listing of compute derivatives contracts, built from public filings and posted prices.
Comment to the CFTC on compute derivatives, docket CFTC-2026-1850
Writing: How to use the CMS Medicare Advantage MLR public use files, in two parts (one, two), with the data behind its chart under /data/.
Recent engagement: reconciliation of the CMS Medicare Advantage medical loss ratio public use files to NAIC statutory filings for the four national Medicare Advantage payers, for a national value-based care company.