I'm a junior at the University of Illinois Urbana-Champaign studying Computer Science, Economics, and Statistics (4.0 GPA). My research focuses on prediction market pricing — specifically, how to decompose observed market prices into physical probabilities and risk premiums using the Wang Transform.
I'm also a CFA Level II candidate and a participant in the Baruch Pre-MFE Numerical Linear Algebra Seminar. Outside of research, I build open-source tools for quantitative finance: oracle3 (an autonomous prediction market trading agent, 100+ stars) and clawdfolio (portfolio analytics, on PyPI).
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.