I'm a junior at the University of Illinois Urbana-Champaign (Computer Science, Economics, Statistics — 4.0 GPA) focused on systematic trading research. My work spans three tracks:
Live strategies. Favorite-longshot bias risk-premium capture on Kalshi binary contracts (currently paper trading at Square Kettle). A moving-average rotation between QQQ and TQQQ with a 27-year backtest. A 0DTE options strategy on SPY with an IB/Theta Data pipeline. See Strategies.
Open-source infrastructure. oracle3 (autonomous prediction-market trading agent, 100+ stars), Coinjure (U-Lab cross-exchange arbitrage harness on PyPI), and clawdfolio (portfolio analytics on PyPI, with Fama–French, GARCH, and a covered-call optimizer).
Pricing-theory research. A Wang-Transform decomposition of prediction-market prices, calibrated on 290K+ resolved contracts across six platforms. Sole-authored, on SSRN, submitted to FMA 2026.
CFA Level II candidate. Participant in the Baruch Pre-MFE Numerical Linear Algebra Seminar.
Experience
Favorite-longshot bias risk premium capture on Kalshi. Monte Carlo backtesting with realistic fill simulation. Secured approval for live paper trading.
Cross-platform arbitrage infrastructure for Coinjure (open-source, PyPI, 12,000+ lines). Kalshi exchange adapter. 7 systematic strategies with walk-forward backtesting.
Data and modeling pipeline for statistical arbitrage on co-integrated commodity futures. Top 0.3% in National Futures Trading Competition. Sharpe 1.2.
ML pipeline for exchange microstructure data. Reduced out-of-sample RMSE by 13% and execution slippage by 57%.
Education
CFA Level II Candidate · Baruch Pre-MFE · Dean's List 2023, 2024, 2025
First Place, National College Mathematics Competition of China (2024)
Skills
Languages: C++, Python, Java, R, SQL
Quantitative: Monte Carlo, MLE, GARCH/cointegration, time series, Random Forest, LightGBM, PyTorch
Infrastructure: asyncio, WebSocket, REST APIs, FastAPI, Docker, Git, Linux
Get in touch
I'm looking for Summer 2026 quantitative research / trading / SWE internships.