I'm a computer science and applied math student exploring quantitative finance, algorithmic economics, and everything math. Currently working on an innovative prediction market prototype.
📍 Boulder, CO · dylan.spektor@colorado.edu
Original pairs trading strategy developed with advanced data science techniques. Apply Gaussian Mixture Models for regime signaling and MinHash for historical return predictions to provide combined trade signals on cointegrated equity pairs in the S&P 500.
GitHub Repo | Report | Presentation Video (unenthusiastically delivered on ≪8 hours of sleep)
Complex variables report co-authored with Andrew Yang and Ari Clark. Explains properties of Riemann zeta function through complex analytic methods and explores Gaussian and Circular Unitary Ensembles from random matrix theory as an approach towards solving the Riemann Hypothesis.
Slides | Report
Paper trading web application with real-time market data integration. Users can buy/sell simulated positions to build trading intuition and climb the leaderboard. Built as a group project for CSCI 3308.
Experimental physics research collaboration with NLR (formerly NREL) studying the degradation of perovskite solar cells under stress. Performed bootstrapped analysis of degradation rates to demonstrate highly statistically significant effect of electron transport layer application method on degradation.
Desktop application intended for use by chemical laboratories to track, search, filter, and generate audits of their inventories. Includes UI customization settings, several concurrent windows, descriptive error handling, and file handling. Created from scratch using JavaFX framework and object-oriented Java principles.
last updated April 2026
Best way to reach me is email: dylan.spektor@colorado.edu.
I'm also on GitHub and LinkedIn.