Entity Neutering Discussion This is a summary of work I did, mostly from January to May of 2025, which analyzed different look-ahead bias mitigation
techniques and developed several methods to measure both harmfulness and helpfulness. Dr. Levy used this data in discussion
of entity neutering and look-ahead bias more generally.
UTC2025 Case 2 Writeup
The UChicago Trading Competition is widely regarded as the top undergraduate trading competition and it attracts students
from around the country.
This is my writeup of my winning solution for the research case of the 2025 competition.
I had some clever optimizations I was proud of - especially 'capping' returns to maximize the sharpe ratio.