Summer Intern
Valhalla, New York, United States
Lucy Labs is a systematic hedge fund specialized in cryptocurrency. Served as intern for two summers. For summer 2020, converted a theoretical market-making strategy into an automated trading bot. Using historical data, the algo computed optimal parameters for each market and was then successfully deployed across several exchanges. Completed back tests necessary and tweaked trading algorithms. For summer 2019, built an internal trading screen to display real-time information from various crypto exchanges. A Flask application in the backend gathered the data and pushed it to the frontend, which was an HTML document partially processed through Mako and live-updated using Javascript. The trading screen displayed various current prices, firm’s current positions and PnL values, trade and order history, and a form to quickly submit orders to the exchange should manual trading is required. The trading screen gave traders a tool to efficiently manage positions across various markets and access important historical data for analysis.