SzymonWyrozumski

A price-simulation and agent-strategy backtesting engine, grounded in Avellaneda-Stoikov market-making mechanics. Agents post quotes and fills are modeled probabilistically as a function of each quote's distance from the mid-price and order size, rather than a full limit-order-book matching engine — that's a deliberate scope choice for now, with a proper orderbook a possible next step. Multiple trader strategies (market-making, random, momentum), independent RNG streams for the price and fill models, and per-trader performance metrics. Built in C++ with CMake / MSYS2 UCRT64.

Early warning for subsea cables: Picket reads ship-tracking (AIS) data and flags vessels whose behaviour — slowing in shallow water, loitering, anchoring near a cable — threatens undersea power, telecom and gas links, with a risk level, reason and recommended action. Its engine raises High on the reconstructed Eagle S case study before the real Estlink 2 failure. Won 1st prize out of ~120 builders and 32 teams at Durham Build Day.

A closed-form Black-Scholes pricer and full Greeks calculator, built from first principles and validated against put/call parity — the pricing engine is now complete, with a data pipeline (via yfinance) feeding a planned delta-hedging P&L simulator that will compare implied vs. realized volatility.

Independent research into optimal execution and market-making theory, grounded in the original Avellaneda-Stoikov (2008) framework — the theoretical companion to Trading Simulator.