peikail
Technologies: Python (asyncio, NumPy, pandas), WebSocket/REST exchange APIs (Kalshi, Polymarket US), order-book recording and replay, probabilistic pricing models and calibration, walk-forward backtesting, Linux, GCP, AWS
Email: [email protected]
I'm a systematic trader in prediction markets with a PhD in physics. I run a fully automated, live-profitable book on Kalshi and Polymarket US: short-dated event contracts, cross-venue hedged market making, and late-window pricing models. Over the last two weeks it has averaged $3-4k/day net (exchange-settled) with no losing day.
I built the whole loop end to end: data capture, pricing models, execution, risk limits and monitoring. Every change is validated walk-forward on recorded order books before it goes live, and the models are recalibrated weekly against out-of-sample reliability checks.
Looking for a buy-side seat: running my own book as a PM, or a senior quant researcher role in prediction markets / event contracts. Not looking at exchange or platform roles.
Visa: on H-1B; need an H-1B transfer and green card (PERM) sponsorship as a W-2 employee.
Track record available under NDA. This is a confidential search, so please don't share my details without my consent. Happy to talk by email.