I'm a junior at the University of Illinois Urbana-Champaign (CS · Economics · Statistics, 4.0 GPA) focused on systematic trading research. I run three live strategies — favorite-longshot bias on Kalshi, a QQQ/TQQQ rotation, and 0DTE options — and ship open-source infrastructure for quant workflows: oracle3, Coinjure, and clawdfolio.
Research Paper
Pricing Prediction Markets
Wang Transform decomposition across 291,309 contracts on 6 platforms. Pooled λ = 0.183.
Open Source
oracle3
Autonomous prediction market trading agent. 8 arbitrage + 2 model-driven strategies across Kalshi, Polymarket & Solana.
New · Research Series
AI Supply Chain Research
A ten-sector, source-verified deep dive on the AI compute build-out — accelerators to gigawatts — distilled from 311 SemiAnalysis articles, plus an independent credibility audit of the source itself (664 events, 119 tickers).
Strategies
Favorite–Longshot Bias Paper
Risk-premium capture on Kalshi binary event contracts. Calibrated on 271K+ resolved contracts (λ̂ = 0.187). Paper trading at Square Kettle.
Holy Grail Backtested
QQQ/TQQQ moving-average rotation. 1999–2026 backtest: 15.88% CAGR ($10K→$543K) vs 10.52% for QQQ B&H. Stress-tested via combinatorial purged CV.
0DTE Options Infra ready
Systematic SPY 0DTE vol-risk-premium strategy. IB Gateway + Theta Data wired; next milestone is 3–5 year minute-bar backtest with realistic fills.
Projects
Coinjure U-Lab
Trading agent harness for prediction markets. Cross-exchange arbitrage, auto-pair discovery, TUI monitor. Co-developed with Haofei Yu.
clawdfolio
Portfolio analytics on PyPI. Fama–French, GARCH, covered call optimization (83% win rate).
Market Bubble Index
7-indicator composite with Lasso / Bayesian / EVT ensemble. AUC 0.802 for drawdown detection.
market-predict Live
SPY/QQQ trader dashboard — spot, options walls, dealer gamma, and Kalshi vs Polymarket vs the Fed path. Free data, 15-min snapshots.
Notes