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apeabody007/README.md

Aaron Peabody

Applied analytics · intelligent systems · probabilistic decision automation

I design and operate production decision systems — the kind that ingest noisy real-world data, turn it into well-calibrated probabilities, and act on them under risk controls. End-to-end ownership from data ingestion through automated action and post-hoc P&L attribution.


Current focus — GEO · Kalshi Weather Bot

Live algorithmic trading system on Kalshi's CFTC-regulated daily-high-temperature prediction markets across 20 US cities. Real money, maker-only execution, behind a 15-minute Telegram approval gate.

  • Six-model probabilistic ensemble — NBM, GFS, ECMWF 51-member, HRRR, NWS gridded, MOS
  • Per-(model × station) EMOS calibration — Platt scaling fit on a 152K-row two-year backtest; +26.7% Brier reduction on holdout
  • Quarter-Kelly sizing — disagreement-weighted multiplier, soft-drawdown derisking, asymmetric edge gates, 50¢ side-cost floor derived from P&L attribution
  • Maker-only execution — limits at ceil(ask × 100) − 1 for 0% fees; single-instance fcntl lock; fill-watch re-quoting
  • Backtest-gated promotion — every production change validated against historical data before it goes live

→ Source: GEO-The-Kalshi-Weather-Bot-DEMO → Live demo: apeabody007.github.io/GEO-The-Kalshi-Weather-Bot-DEMO


Stack

Python 3.11 · SQLite · NumPy / SciPy · REST APIs (incl. RSA-PSS authenticated trading endpoints) · launchd · pytest + AST-based invariant tests · Playwright

Data feeds: NOAA GHCND · NWS api.weather.gov · Open-Meteo (ECMWF / GFS / HRRR / NBM) · METAR · NWS Climate Reports · NWS MOS


Operating principles

  • Backtest before promote. Every change to filters, sizing, or model weights gets validated on historical data before it touches live capital.
  • Brier improvement ≠ trustworthy calibration. Always audit the shape of a fitted curve, not just its score.
  • The crowd is usually right at extremes. 1¢ and 99¢ markets carry real information; encode the skepticism as a hard veto, not a soft filter.
  • Encode expensive lessons into filters or tests. Memory is lossy; AST-pinned invariants and dated investigation memos aren't.

Background

BA Economics — University of Wisconsin–Madison BS Psychology — University of Central Florida

I think in systems, behavior, and incentives. Equally comfortable with the mechanics of an ensemble forecaster and the second-order effects of how a system's design changes the behavior of the people who interact with it.


Contact

apeabody@uwalumni.com · LinkedIn

Pinned Loading

  1. GEO-The-Kalshi-Weather-Bot-DEMO GEO-The-Kalshi-Weather-Bot-DEMO Public

    Real-money algorithmic trading bot on Kalshi's CFTC-regulated weather prediction markets — six-model ensemble with per-station bias correction, quarter-Kelly sizing, maker-only pricing across 20 U.…

    HTML 2

  2. Quant-toolkit Quant-toolkit Public

    Cowork plugin for prediction-market quant trading: Kelly sizing, calibration audit, backtest harness, EMOS bias correction, P&L attribution, maker pricing, and pre-flight safety checks. Venue-agnos…

    Python 3