Middle East Technical University (ODTÜ) · Ankara, Turkey
Physics undergraduate
Eren Ege Çelik
İzmir, Turkey · erenege3500@gmail.com · github.com/ErenEgeCelik
Independent researcher in quantitative trading and market microstructure. My work connects probability models, market data and execution assumptions, with documented weather and crypto research packages.
Education
İzmir Institute of Technology (İYTE) · İzmir, Turkey
Physics · GPA 3.6 / 4.0 · transferred to ODTÜ
İzmir Atatürk High School · İzmir, Turkey
Secondary education
Experience
Independent Quantitative Researcher · Remote
Weather and crypto prediction markets
- Developed observation pipelines, probability models and offline policy-evaluation tools for prediction-market research.
Weather markets · State estimation and outcome distributions
- Built an offline Kalman replay that updates temperature and daily-maximum probabilities from station observations and forecast revisions.
- Documented sensor research and a 28-market fitted calibration comparison, explicitly separating same-data fitting from held-out evaluation and deployment.
Crypto markets · Pricing and microstructure
- Studied Brownian-probit market-mid structure, feed artifacts, virtual queue access and split-inventory policy evaluation.
- Packaged a deterministic verifier for a latency-corrected static-front rejection: fresh EV(0) −0.9845 cents per eligible moment, 90% slot-cluster interval [−1.626, −0.364].
- Investigated replay/paper discrepancies and documented invalidated execution assumptions without treating defective runs as economic evidence.
Engineering Intern · Stuttgart, Germany
Ingenieurbüro Bickele & Bühler GmbH
- Worked with electronics manufacturing and inspection processes, device assembly, C# and Arduino.
Research & writing
Pricing and Market Making in Short-Horizon Crypto Prediction Markets
Working paper on historical BTC five-minute markets; methods, experiments and reproducibility limits.
Weather prediction markets
Observation-driven temperature and outcome probabilities, with an offline replay.
Skills
- Programming
- Python, NumPy, pandas, asyncio, matplotlib, Git, Linux; C# and Arduino experience
- Methods
- State-space models, Monte Carlo, expected-value decomposition, chronological evaluation, placebo controls and clustered uncertainty
- Markets
- Order-book data, virtual queue models, prediction markets and execution instrumentation
- Workflow
- AI-assisted implementation and documentation, with explicit experimental assumptions and verification
Activities
- Organizing staff, ICSM and ICSQMT conferences, 2025–2026
Interests
Physics, football and chess.