Hi ! I am using this website to showcase my work.
The mathematics section shows my working in Calculus, Probability and Differential Equations.
My dissertation in my final year (submitted May 2025) is titled "Control in Portfolio Optimization". It builds up portfolio optimization from first principles to current methods with convex optimization and reinforcement learning.
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.
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