PETER BARENGO / TRADING PORTFOLIO / UNDER CONSTRUCTION / LAST UPDATE:
Peter Barengo
ROLE
Student at UCF Econ,CS / Aspiring Quant Trader
BASE
Orlando, FL
FOCUS
Crypto • Commodities • Energy Trading
ABOUT ME
Curious by nature, constantly exploring new ideas and learning. Always experimenting, asking questions, and pushing to understand what lies beneath the surface.
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PROJECT BLOTTER
A consise overview of my projects, research, and strategies that i've created.
STATUS PROJECT PNL
ACTIVE
ERCOT Demand Forecasting Model ERCOT
Gradient Boosting Machine learning model trained to forecast hourly ERCOT Demand. Feature engineering included auto-regressive features, temporal features, and weather features.
Python · Energy · Machine learning
WIP
Polymarket Multi-Strat Portfolio Polymarket
A portfolio of various quantitative strategies deployed on polymarket, including but not limited to market making, arbitrage, stat-arb strategies.
Python · Prediction Markets · Multi-Strat
N/A%
WIP
Hyperliquid MM Bot Hyperliquid
Market-making algorithm for perpetual futures. Provides liquidity on Hyperliquid with optimized order placement and dynamic inventory management.
Python · Crypto · Market Making
N/A%
WIP
Sports Betting Arbitrage Finder Sports Books
Sports betting arbitrage finder that identifies risk free arbitrage between various sportsbooks in real time. Plans to convert this into a production ready system.
Python · Sports Betting · Arbitrage
WIP
BTC Cost of Production On Chain
Analysis of mining costs, energy inputs, and production efficiency to create a global cost of production index. This index represents the global cost to mine a single bitcoin in USD.
Python · Crypto · Research
WIP
Pairs Trading EDA Multi-Asset
Exploring pairs trading across crypto, equities, and commodities. Identifies and validates mean reversion opportunities using quantitative analysis.
Python · Multi-Asset · Research