Matius Chong

Undergraduate at the University of Sheffield | Mathematics and Equity Investing

Hello. This website is a portfolio of my work.

Go to the Mathematics section to explore my working in Algebra, Calculus, Probability, Linear Algebra and Differential Equations.

My explanation and working of MIT's 18.100A Real Analysis course can be found on my YouTube channel here Real Analysis.

My dissertation in my final year is titled "Control in Portfolio Optimization". It builds up portfolio optimization from first principles to current methods with convex optimization and reinforcement learning.

This is my Kumon Certificate showing that I was 3 years ahead of my peers achieving the Level I in Kumon mathematics covering algebra right up to inequalities, quadratic equations and systems of equations at age 10 in Primary 4.


IMC Prosperity 3

Prosperity 3 is a 15-day python algorithmic trading challenge hosted by IMC in April 2025.

Our team Diamond placed 588th out of 12,620 teams globally or 50th/229 teams in the UK.

Ranking

The trading strategies we explored include
Round 1: Mean-reversion and market-making
Round 2: Index arbitrage
Round 3: Black-Scholes options trading
Round 4: Feature-based prediction and cross-exchange arbitrage
Round 5: Alternative data trading

Our full write-up: IMC Prosperity 3