Market Making
Market making
Live-trading low liquidity prediction markets; $658 of profit in a month. We HJB quote when a monopsony and dynamically bid on the competitive microstructure otherwise, aggregating 15+ bookmakers, 100+ markets, and 500+ orders.
Chicago bikes
Chicagoan bikes
Some neat data visualisation of Chicago's Divvy bike system. Featured: I hold the record for the longest and fastest ride ever (i.e. a ride longer than rides of comparable speed and faster than rides of comparable distance).
Forecasting the NASDAQ-100
Forecasting the NASDAQ-100
Predicting a probability distribution for the index closing level. Specifically, we simulate certain events which have an outsized impact on the market, using a historically tuned Pearson correlation matrix to model the effect.
Kasparov number calculator
Kasparov number calculator
A tool which calculates the Kasparov number for your Lichess account (how many degrees of victories you are from Kasparov) using bidirectional search. It supports other top players such as Magnus, Fischer, and Karpov.
Liar's Dice
Liar's dice (1 of 4?)
A work in progress. Currently rerunning some sims.