Computer Science @ Durham University
Building systematic trading models, dashboards and high-performance simualtion engines
I'm a Computer Science student at Durham University, building projects centralised around trading, game theory and system optimisation. Currently looking for oportunitites to combine my interest in financial markets with my passion for statictical modeling, (hopefully) helping generate profitable trading strategies.
I'm particularly interested in the intersection of machine learning, statistical modeling, and execution optimization. Through projects such as backtesting tennis betting models and vectorizing Monte Carlo simulations, I enjoy tackling the challenge of building systems that are both accurate and fast.
An end-to-end systematic trading system for tennis match betting. The pipeline ingests historical match data, trains XGBoost models to predict match outcomes with confidence scores, converts probabilities to fair odds, and executes bets when market prices deviate from model valuations.
A high-performance Monte Carlo simulation engine for card game analysis. Models complete game rules, shoe penetration, and player policies to estimate expected value, variance, and confidence intervals for different strategies.