// welcome to my portfolio

EmmanuelAdutwum

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Quantitative developer building live trading systems, ML pipelines, and production analytics. MIT MicroMasters candidate. Published mathematician. Two internships in financial services.

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2
Publications
3
Internships
910
GRE Math /990
3.95
Concentration GPA
01. About

Who I Am.

Emmanuel Adutwum

I'm a junior at Soka University of America studying Computer Science, Economics, and Mathematics, concurrently completing an MIT MicroMasters in Statistics & Data Science.

I build things that work in production. My live algorithmic trading system executes automated strategies across 22 instruments. My derivatives pricing platform serves real cocoa farming cooperatives in Ghana. I've interned at Wells Fargo and CNO Financial Group, and I was awarded a $25,000 research grant from Soka University to embark on a learning cluster research in Cybersecuity and International relation at Bletchley Park, Royal Halloway University of London, Blomberg, Bank of England, IBM, Cipher Escape Room in London, UK.

$ cat skills.json | jq '.languages'
["Python", "C++", "JavaScript", "SQL", "R", "Java"]
$ cat skills.json | jq '.domains'
["Quant Finance", "Machine Learning", "Full-Stack", "Data Science"]
PythonC++JavaScript SQLReactFlask/FastAPI Scikit-learnXGBoostTensorFlow PostgreSQLDockerAWS GitTableauBlack-Scholes Monte CarloStochastic CalculusHMM
02. Experience

Where I've Worked.

Jan 2025 - Present
Quantitative Developer & Algorithmic Trader
Live Trading System | Multi-Asset, Multi-Broker
  • Building live algo trading bot across 22 instruments (forex, crypto, commodities, indices) via OANDA & Binance APIs
  • HMM-based regime detection (4-state), 29-feature ML signal engine, fractional Kelly sizing with Shannon entropy scaling
  • 9 whitelisted instrument-strategy pairs; full risk management framework with automated strategy grading
Jun 2025 - Aug 2025
Data Analytics & Automation Intern
Wells Fargo | Charlotte, NC
  • Automated ingestion of 10,000+ monthly transactions with 99.9% data integrity using Python Flask microservices
  • Built anomaly detection models reducing false positives from 40% to 12% while maintaining 95% detection rate
  • Engineered ETL pipelines and Tableau dashboards reducing time-to-insight by 60%
Sep 2024 - Present
Quantitative Developer & ML Engineer
Ghana Cocoa Derivatives Research Lab | Live Web App ↗
  • Extended Black-Scholes with weather-adjusted stochastic volatility for commodity derivatives pricing
  • Ensemble ML models (XGBoost, RF, SVR) for price prediction; weather explains 38% of price variance
  • Monte Carlo engine (10,000+ paths, <2s) with NLP assistant; platform used by 250+ farmers
May 2024 - Jun 2024
Quantitative Risk & Valuation Intern
CNO Financial Group | Carmel, IN
  • Monte Carlo simulation framework (10,000 scenarios) for insurance portfolio risk assessment on 2M+ records
  • Survival analysis (Kaplan-Meier, Cox proportional hazards) identifying lapse drivers; influenced pricing adjustments
  • Python/SQL data pipelines improving ETL efficiency by 60%
03. Projects

What I've Built.

QUANT

Live Algorithmic Trading System

Sharpe 2.109 Strategies22 Instruments

Production trading bot on AWS EC2 with HMM regime detection, 29-feature ML signal engine, fractional Kelly sizing, and automated strategy grading.

PythonHMMAWS EC2OANDA API
QUANT

Ghana Cocoa Derivatives Platform

250+ Users70% Faster10K+ Paths

Full-stack derivatives pricing platform with Black-Scholes extensions, Monte Carlo engine, ensemble ML models, and NLP assistant for Ghanaian cooperatives.

Black-ScholesMonte CarloXGBoostFlask
QUANT / SWE

HFT Simulator with Limit Order Book

Sharpe 1.95<10µs Latency1M+ Events

C++/Python market-making simulator with heap-based LOB, Avellaneda-Stoikov strategy, and 95% correlation to real NASDAQ microstructure patterns.

C++PythonAvellaneda-StoikovLOB
QUANT

Statistical Arbitrage: Pairs Trading

Sharpe 1.812.4% Ann. Return4.8% Max DD

Cointegration analysis (Engle-Granger, Johansen) with Kalman filter for dynamic hedge ratios on 50 ETF pairs.

PythonKalman FilterCointegrationIBKR API
QUANT

Options Pricing Engine

50x Speedup100K+ Paths

Black-Scholes, Binomial Tree, and Monte Carlo pricing with full Greeks suite. NumPy vectorization + Numba JIT compilation.

Black-ScholesGreeksNumbaNumPy
ML

SVR Housing Price Prediction

R² 0.788432 Hyperparams5-Fold CV

SVR pipeline with mutual information feature selection, polynomial expansion, and Bayesian optimization. Outperforms LR, DT, and RF baselines.

Scikit-learnSVRFeature Eng.GridSearchCV
ML / CV

Tesla-Style YOLOv5 Object Detector

62.4ms Inference

YOLOv5 computer vision pipeline with custom class filtering for autonomous vehicle perception. Latency benchmarking and optimization.

YOLOv5PyTorchComputer VisionOOP
DATA / SWE

Real-Time Analytics Dashboard

29 Features5+ Yrs Data

End-to-end data pipeline ingesting market data into PostgreSQL with real-time KPI dashboard and automated anomaly alerting.

PostgreSQLPythonFlaskAWS EC2
SWE

Cryptography & FinTech Research

$25K Grant

Royal Holloway University research on cryptographic applications in fintech security, including blockchain protocols and quantitative modeling.

CryptographyBlockchainResearch
04. Publications

Research.

SVR with Optimized Feature Engineering for Housing Price Prediction

Research in Progress | Targeting SN Computer Science / IEEE | 2025-2026

Investigating SVR with feature engineering and Bayesian optimization achieving R² of 0.788, outperforming Linear Regression (0.61), Decision Trees (0.68), and Random Forests (0.74).

Equilateral Triangle Geometry Problem (PME #1131)

Pi Mu Epsilon Journal | 2025

Solved complex quadrilateral geometry problem proving AC² = AD² + AB² in convex quadrilateral. Officially recognized and published.

View Publication →

Continued Fractions, a-Fibonacci Numbers, and the Middle b-Noise (PME #1385)

Pi Mu Epsilon Journal | 2022

Analyzed convergence properties of generalized Fibonacci sequences. Novel proof technique using contraction mapping principles.

View Publication →
05. Education

Background.

Soka University of America

B.A. Computer Science, Economics & Mathematics
Aug 2023 - May 2027 | GPA: 3.95/4.00 (Concentration)
  • GRE General: 323/340 (Q165, V158) | GRE Math Subject: 910/990
  • Coursework: Stochastic Calculus, Real Analysis, ML, Data Structures, Econometrics
  • $25,000 Royal Holloway Research Grant | Dean's List | Merit Scholarship

Massachusetts Institute of Technology

MicroMasters in Statistics & Data Science
May 2024 - May 2027
  • Machine Learning with Python
  • Statistical Modeling & Probability Theory
  • Time Series Analysis
06. Contact

Get In Touch.

I'm actively looking for summer 2026 internship opportunities in quantitative research, software engineering, ML engineering, and data science. Let's connect.

Email (929) 377-7654 LinkedIn GitHub