May 2024 – Present
Quantitative Trading on Kalshi
Automated trading system executing across prediction markets with market making, momentum, arbitrage, and latency-sensitive strategies.
- ▸13,000+ trades totaling 1.5M+ contracts
- ▸Low-latency infrastructure processing hundreds of GBs of market data
- ▸Predictive models using Ornstein-Uhlenbeck SDEs, Hawkes processes, and modified Black-Scholes