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Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trader Go competition.

License: GNU General Public License v3.0

Python 100.00%

avellaneda-stoikov market-making optiver quantitative-finance trading

optiver-ready-trader-go's Introduction

Hi there, I'm Keane 👋

💻 My most recent projects include:
- Optiver-Ready-Trader-Go (Quantitative finance trading algorithm submitted for an Optiver trading competition)
- MathUwU (Full-stack web development project for quantitative finance interview preparation)
- Inflation Prediction (Machine Learning x Finance/macroeconomics project)
💼 I interned at AlphaGrep as a Quantitative Researcher Intern in Summer 2023.
🏫 I am enrolled in a Direct-Masters program at the Nanyang Technological University in Singapore, studying Computer Science & Technology Management. I have also spent a year at UC Berkeley studying Computer Science under a fully-subsidized scholarship.
🤝 I’m looking to collaborate on open-source projects, particularly Python, JavaScript/TypeScript, or C++ projects.
📫 Socials: Email | LinkedIn | LeetCode

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