Summary of Programme:
• Developed an algorithmic trading bot for the 2026 Imperial Algothon (IMC x Imperial Algorithmic Trading Society), achieving top 30% performance across all test runs.
• Priced 8 instruments using external data pipelines (tidal harmonic analysis, Monte Carlo simulation, finite difference Greeks) and fused model and market signals via Bayesian updating with dynamic confidence weighting.
• Implemented a full trading stack covering Avellaneda-Stoikov market-making with live parameter calibration, ETF basis arbitrage with dynamic thresholding, z-score directional signals with streak decay, and delta-gamma hedging for non-linear payoffs.
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