Projects
- 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