Aaron Serro

I'm a Quantitative Investment Analyst at HOOPP, working on a fixed income derivatives desk. My role sits between research and engineering. On the tooling side, I build the pricing, curve construction, and analytics infrastructure the desk uses bootstrapping multi-currency yield curves, generating historical rate panels, and turning that data into something traders can act on.

On the research side, I work on relative value across rates and FX: identifying where a trade idea might live, then testing it properly with statistics and econometrics rather than taking the narrative at face value. A good share of that work ends in an idea that doesn't survive the data, which I think is the most useful outcome the process produces.

I work primarily in Python — pandas, NumPy, statsmodels, QuantLib and I'm building depth in C++ for strategy infrastructure: streaming data handling, online statistics, and pre-trade risk design.

Beyond my work on the desk, blockchain and distributed ledger technology is where most of my building time goes. I work across both public and permissioned environments — smart contract and token development on Solana using Anchor and the Metaplex tooling, and enterprise chaincode architecture in Hyperledger Fabric. What draws me to it is the settlement layer: escrow and atomic swap mechanics, delivery-versus-payment, and the question of what infrastructure it actually takes to move an asset and its payment simultaneously without a trusted intermediary in the middle.

I'm also the founder of Pryzm, a prediction market platform I built on Spring Boot and React, which is where those two interests meet. I'm currently developing it toward on-chain settlement — positions cleared through smart contracts on a permissioned network, with the user experience kept off-chain entirely. Longer term, I'm interested in tokenization and market infrastructure: how non-traditional assets get represented on-chain, what makes a venue for trading them viable, and where the real constraints are on the technical, regulatory, and liquidity sides.