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Achievement: Starstruckx2Achievement: Pair Extraordinairex3Achievement: QuickdrawAchievement: Pull Sharkx2Achievement: YOLO

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@Square-Kettle @MasterAgentAI

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YichengYang-Ethan/README.md

Yicheng (Ethan) Yang

CS + Statistics + Economics @ UIUC (4.0 GPA) · Quantitative Finance Research · GSoC 2026 @ PyMC

Research: pricing prediction markets as incomplete markets — measure-selection rules and risk premia. Working paper (SSRN) estimating the Wang-transform risk parameter by MLE on 291,309 resolved contracts across 6 platforms.

Site · Resume · SSRN · LinkedIn · yy85@illinois.edu

Open source: GSoC 2026 @ PyMC (Streaming Variational Inference) · merged fixes to CVXPY #3256 and PyMC #882

Projects

Project Description
prediction-market-pricing Working paper (SSRN) — the Wang transform as a pricing-measure selection rule for incomplete markets; risk parameter estimated by MLE on 291,309 resolved contracts, 6 platforms (pooled $\hat{\lambda} = 0.183$, $p < 10^{-15}$). Interactive writeup
cvxpy-finance Convex portfolio-optimization cookbook — DPP-compliant mean-variance with transaction costs, Spinu risk parity (exponential cone), and Black-Litterman
holy-grail-tqqq 27-year leveraged-ETF rotation backtest, stress-tested with combinatorial purged cross-validation (López de Prado), deflated Sharpe, and a 7-check robustness suite
oracle3 Multi-venue prediction-market trading engine (633 tests, full CI) deploying the paper's exact Wang-transform pricing model — paper-traded across Kalshi · Polymarket · Solana
market-predict Live SPY/QQQ options-flow dashboard — dealer gamma-flip (net GEX zero-crossing), max pain, and Kalshi + Polymarket implied distributions aggregated from 18 free feeds, live on HF Spaces
clawdfolio Multi-broker portfolio analytics on PyPI — Fama-French 3-factor, GARCH, options Greeks, and a covered-call backtester (544 tests)

Theory-to-Production Pipeline

The working paper's $\lambda$ estimates and covariate model are deployed as oracle3's pricing engine:

prediction-market-pricing ──> oracle3/pricing ──> oracle3 strategies
(MLE, covariate betas)        (fair value, Greeks)  (10 strategies, paper-traded)

coinjure (UIUC U-Lab, on PyPI) shares oracle3's prediction-market infrastructure. clawdfolio, cvxpy-finance, and market-predict are independent projects.

Tech: Python, NumPy, SciPy, pandas, statsmodels, scikit-learn, CVXPY, PyMC, R, asyncio, Solana

Pinned Loading

  1. oracle3 oracle3 Public

    Prediction-market trading engine — Wang Transform pricing on 291K+ contracts; paper-traded across Kalshi · Polymarket · Solana DFlow (Jito bundles) · 633 tests

    Python 249 32

  2. prediction-market-pricing prediction-market-pricing Public

    Wang Transform pricing model for prediction markets — risk premium decomposition across 291K contracts and 6 platforms

    Python 5 1

  3. cvxpy-finance cvxpy-finance Public

    CVXPY tutorials for portfolio optimization: DPP patterns, mean-variance with transaction costs, and Spinu risk parity

    1

  4. holy-grail-tqqq holy-grail-tqqq Public

    27-year QQQ/TQQQ EMA(5,200) rotation backtest with CPCV + peer-review robustness suite. Companion code for yichengyang-ethan.github.io/holy-grail

    HTML 1

  5. market-predict market-predict Public

    Live SPY/QQQ dashboard — options walls, dealer gamma-flip & max pain, plus Kalshi + Polymarket implied distributions, from 18 free public feeds. Zero auth, zero servers.

    Python 1

  6. clawdfolio clawdfolio Public

    Multi-broker portfolio analytics — Fama-French, GARCH, covered call strategies (PyPI: pip install clawdfolio)

    Python 11 1