ADAM AYOUB · SOFTWARE & QUANTITATIVE RESEARCH

I build systems forfinancial markets.

I'm Adam, a Technical Computer Science student at the University of Twente. I explore prediction markets, systematic strategies, and the details that make a trade executable.

Explore the work GitHub ↗
N / NegRisk LabRECORDED FIXTURE
BASKET RESEARCH

One event. Three outcomes.

Mirassol FC vs. CR Flamengo

16 AUG 2026
OutcomeYES askShares
Mirassol FC$0.105.50
Draw$0.2613.00
CR Flamengo$0.53988.97
Combined YES ask$0.89
AFTER COSTS
$0.079/ share

Estimated net edge in this fixture

Fees$0.02658
Slippage buffer$0.00445
Depth cap5.5 shares
DiscoverPrice the basketRevalidatePaper execution

Historical quote illustration · estimated edge is not realized profit

FROM THE RESEARCH DESKNegRisk · a recorded basket, before execution01 / 04
SELECTED WORK / 01—04

Where a hypothesis
meets the market.

Four projects examining market data, execution costs, and the evidence behind a signal.

01Market microstructure / Paper trading

NegRisk Arbitrage Lab

When the prices do not add up, does the trade still work?

A Polymarket scanner comparing NO-to-YES conversion routes with complete YES baskets. Each opportunity is checked against fees, fresh quotes, and the liquidity on every leg.

  • Python
  • FastAPI
  • SQLite
  • WebSockets
View project Source ↗
N / NegRisk LabRECORDED FIXTURE
BASKET RESEARCH

One event. Three outcomes.

Mirassol FC vs. CR Flamengo

16 AUG 2026
OutcomeYES askShares
Mirassol FC$0.105.50
Draw$0.2613.00
CR Flamengo$0.53988.97
Combined YES ask$0.89
AFTER COSTS
$0.079/ share

Estimated net edge in this fixture

Fees$0.02658
Slippage buffer$0.00445
Depth cap5.5 shares
DiscoverPrice the basketRevalidatePaper execution

Historical quote illustration · estimated edge is not realized profit

02Systematic strategies / Event streams

PulseForge

Testing momentum beyond a rising price.

A deterministic AMM replay harness and live-data paper dashboard for Pump.fun and PumpSwap. Wallet breadth, concentration, and net flow must justify the cost of entering.

  • JavaScript
  • TypeScript
  • React
  • Cloudflare D1
View project
P / PulseForgeSYNTHETIC REPLAY
MOMENTUM, WITH CONDITIONS

Look beyond the price move.

01Wallet breadthIndependent buyers
02ConcentrationReject dominant wallets
03Net flowDemand after selling
04Execution costFees + impact + latency
4Synthetic regimes
254Rejected entries
2Closed trades

Seed 42 baseline · synthetic scenarios, not live-market returns

03Market data / Research infrastructure

WeatherBot

Building a record of what the market could know.

Weather observations and full-depth market books, captured with source and receipt timestamps. A local research dashboard makes collection quality and paper decisions inspectable.

  • Python
  • WebSockets
  • PySide6
  • CSV / JSONL
View project
W / WeatherBotSYSTEM WORKFLOW
POINT-IN-TIME RESEARCH

What was known. And when.

01
Source time

When the observation happened

02
Receipt time

When the collector first saw it

03
Decision time

What the research could know

RulesStationFreshnessFull depth

Quality gates precede paper entry · architecture illustration

04Execution modeling / Replay

PolyWeather Lab

Following an observation all the way to a fill.

An evidence-aware weather-market lab with versioned contract rules, delayed paper execution, and receipt-time replay. Every simulated fill points back to the information behind it.

  • Python
  • FastAPI
  • Next.js
  • SQLAlchemy
View project
PW / PolyWeather LabEXECUTION MODEL
EVIDENCE BEFORE EXECUTION

A signal has an arrival time.

01Observation

Accepted source vintage

02Quality gates

Rules, freshness, edge

03Delayed arrival

Walk available ask depth

04Paper ledger

Costs, fills, settlement

Replay uses the same engine.

Only evidence available by the simulated decision time can inform a fill.

Architecture illustration · no live-order submission

A LITTLE ABOUT ME

Curious about markets.
Driven to build.

I'm Adam Ayoub, a Technical Computer Science student at the University of Twente. I'm interested in the intersection of financial markets, data, and software.

My projects explore systematic strategies, market microstructure, backtesting, and automation—from collecting the first observation to understanding the assumptions behind a paper fill.

STUDYINGTechnical Computer ScienceUniversity of Twente
THE TOOLKIT

Tools behind
the research.

Technologies used across these projects.

Languages

  • Python
  • TypeScript
  • JavaScript
  • SQL

Interfaces & APIs

  • React
  • Next.js / Vinext
  • FastAPI
  • Tailwind CSS
  • Recharts
  • PySide6

Data & persistence

  • SQLite
  • SQLAlchemy
  • Alembic
  • Drizzle ORM
  • Cloudflare D1
  • CSV / JSONL

Market & weather feeds

  • Polymarket Gamma & CLOB
  • Solana RPC
  • WebSockets
  • NWS / Aviation Weather Center
GET IN TOUCH

Interested in markets,
systems, or the work?

I'd be glad to hear from you.

Find me on GitHub ↗