Hello, I'm Thomas
I'm passionate about using math and ML to decode how markets work — and building systems that profit from it, live.
Math (Statistics) & Computer Science at Arizona State University, graduating Dec 2027. Previously at Meriti (Sharpe 2.2), Icarus Fund (Sharpe 2.0), and LSE with Prof. Keyu Jin.
Top 0.6%
IMC Prosperity 3
43rd / 13,614 teams
43rd / 13,614 teams
2nd Place
Georgia Tech
Trading Competition
Trading Competition
4.00
Cumulative GPA
Dean's List
Dean's List
Experience
Economics ML Research AssistantFeb 2026 – Present
London School of Economics — Prof. Keyu Jin
Remote
- Automated 40hrs/week of manual analysis by implementing an LLM-based textual analysis system
- Extracting 25 economic/trade signals weekly from policy documents into actionable insights
Machine Learning Engineer InternSep – Dec 2025
Meriti Inc
New York (Remote)
- Partnered with senior options team (Math PhD, ex-bank quant trader)
- Built end-to-end intraday options trading system from research to paper-trading (PF 2.32)
- Engineered high-frequency options data pipeline on Google Cloud (650k+ rows/day)
Quantitative Analyst InternJun – Aug 2025
Icarus Fund LLC
New York
- Backtested delta-neutral options momentum on internal dataset (1996–2023, 500GB) across 20 liquid equities
- Built quintile long–short signals (Sharpe 1.5); ran robustness checks (IV skew, vol normalization, TC/slippage)
- Parsed 500 SEC Rule 606 XML filings into structured datasets
Student Researcher — DMML LabJul – Dec 2025
ASU Data Mining & Machine Learning Lab — Prof. Huan Liu
Tempe, AZ
- Developed sentiment classifier on IMDb comparing AI-generated vs human-labeled data (97% accuracy)
- Co-authored EssayCBM: peer-reviewed paper on concept-bottleneck models for essay grading
Software Engineer InternFeb – Jun 2025
ClearCast LLC
Remote
- Designed an SEO-optimized website (85/100 GoDaddy score)
Selected Projects
Cross-Asset Regime MomentumQuant
Regime-switching momentum strategy across asset classes with adaptive signal model.
Pythonpandasstatsmodels
Real-Time Option Analytics DashboardQuant
Live options pricing and Greeks visualization with real-time market data feeds.
PythonStreamlitBlack-Scholes
Market Making Exchange SimulationQuant
Full limit order book exchange simulator with market making algorithm and position management.
PythonOOPLOB
NLP Statistical ArbitrageQuant
Applied NLP to 10-K filings to find business-similar peers. Risk-controlled long/short framework using Barra risk model. $175k capital.
PythonNLPBarrascikit-learn
Competitions
IMC Prosperity 3 Trading ChallengeTop 0.6%
- 43rd out of 13,614 teams globally (24th in the US)
- Built market-making algorithm with filtered midprice estimation and 3-leg ETF stat arb engine
Georgia Tech Trading Competition2nd Place
- Competed across market making, auction strategy, and card trading games
Technical Skills
Languages
PythonC++JavaSQLJavaScriptRQuantitative Finance
Options PricingStatistical ArbitragePortfolio OptimizationRisk ManagementMarket MakingBacktestingSignal GenerationMachine Learning & Data
PyTorchscikit-learnHugging FacepandasNumPyNLPstatsmodelsStreamlitTools & Infrastructure
GitGoogle CloudDockerBloomberg TerminalExcel/VBAVercelDigital Garden
Things I enjoy outside of building trading systems.
League of Legends (Grandmaster)SushiKorean BBQGymFashionJazz & Romantic MusicSudoku
Languages I Speak
Cantonese (native)Mandarin (native)English (bilingual proficiency)