Work
Live systems and research on prediction markets, plus laboratory and engineering work. Everything here is something I built, derived, or falsified myself.
Weather derivatives, three edges deep
2026One system in two halves: a Bayesian inference engine maintaining a posterior over the true airport temperature, and a low-latency execution layer firing against it. Each edge died as market makers adapted, so I built the next one: observation latency, then a Markov decision layer over dying contracts, then the forecast itself. The first two traded live and were retired on an out-of-sample measurement that said the window had closed; the third was calibrated offline and never deployed.
World Cup cross-market relative value
2026Match markets and group-advancement markets price the same underlying uncertainty. When they disagree, the mispricing is mechanical, and a Bayesian link plus a Monte Carlo of the standings makes it explicit.
Market efficiency in Polymarket's 5-minute BTC markets
2026A market-microstructure study of Polymarket's most competitive market. I replicated the incumbent maker's quote schedule to a median within-slot R² of 0.92, derived a fair value and an inventory-skew rule from first principles, then rejected every candidate edge under placebo, chronological out-of-sample and cost-inclusive tests. The market is efficient at the retail-accessible level and the binding constraint is queue position rather than model quality. The most useful output was a per-slot measurement of how far the replay diverges from live.
Low-latency multi-venue data infrastructure
2026Direct WebSocket feeds from four exchanges, a Chainlink oracle relay and the Polymarket CLOB, time-aligned and logged across five machines placed by measured latency. Roughly 24 GB of tick data recorded, and a fire path taken from ~10 s naive to ~58 ms.
Elsewhere
| Volunteer research intern | Prof. Ali Bozbey's group, TOBB ETÜ — superconducting quantum hardware | 2025 |
| Engineering intern | Ingenieurbüro Bickele & Bühler GmbH, Stuttgart — SMD, AOI, C# and Arduino | 2023 |
| Organizing staff | ICSM & ICSQMT international conferences | 2025–26 |