Marcus Guthe
Engineering Mathematics student & Game Theory Enthusiast at Chalmers University of Technology
I am an Engineering Mathematics student at Chalmers University of Technology with a strong interest in the intersection of mathematics, financial theory, and game theory.
My interests lie in using mathematical modeling and software engineering to understand and improve complex systems.
I build quantitative models and simulations at the intersection of game theory, market microstructure, and software engineering.
My work spans Bayesian equilibrium models of market making, trading systems, and tools that make complex financial theory tangible through code.
Projects
View all →- Game-Theoretic Market Maker Simulation
A Python implementation of the Kyle (1985) and Glosten-Milgrom (1985) equilibrium models of market making under asymmetric information.
PythonGame TheoryMarket Microstructure - FedWatch Replication vs. Polymarket
A from-scratch replication of CME's FedWatch methodology for FOMC rate-decision probabilities, benchmarked against Polymarket's prediction-market pricing for the same events.
PythonQuantitative FinancePrediction Markets
Articles
View all →- Welcome to my site
A short note on what this space is for and what to expect here.
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