Thomas O'Grady
BSc Computational Thinking (1.1)
Academic
Degree Result
BSc Computational Thinking
Graduated with First Class Honours (1.1). Studies heavily focused on Pure Mathematics, Statistics, and Computer Science.
Final Year Thesis
Estimating the divergence between the physical and risk-neutral measures in BTC options
Utilized a Multi-Island Genetic Algorithm to fit parameters (Black-76, Heston, and Bates models) to observed implied volatility surfaces. Applied an Adaptive Particle Marginal Metropolis Hastings Algorithm to describe observed historical returns. Full PDF report is available upon request.
Personal Projects & Achievements
Algorithmic Trading
IMC Prosperity 4
Implemented mean-reversion and market-making strategies in an intense algorithmic trading competition. Peaked at 15th globally (top 0.08%) and 1st in Ireland in the penultimate round. Finished 356th globally (top 2%) and 2nd in Ireland overall.