Henry Felgenhauer

• Created analysis tools for a desk trading treasury notes, utilizing Bayesian modeling and other machine learning methods
• Built PCA analysis of the yield curve, a SOFR Future Hedging Calculator, and a model for the Basis switch option

• Participate in weekly trade pitches connecting current events to markets
• Presented to the UChicago endowment as part of an 8-person team on the magnitude and effects of dedollarization

• Tutored college students in probability theory, linear regression, and statistical inference

• Analyze a large dataset of medical residency applications for racial bias using Wilcoxon Rank Sum, Fisher tests, and Ordinal Regression

• Oversaw weekly camp-wide programming logistics for up to 300 scouts
• Trained, supervised, and mentored 32 camp staff in customer service and program facilitation

• Taught STEM merit badge courses (Welding, Automotive Maintenance, Engineering) to 10-30 scouts
• Mentored new employees; received the camp-wide Employee of Excellence Award

• Tutored high school students in Statistics and Calculus, from integration and related rates to linear regression

• Dean's List, 2024-2025 academic year
• Financial Markets Program: selective 3-year program building quantitative finance skills through weekly workshops, advising, employer visits, and Booth School coursework
• Coursework: Statistical Theory & Methods, Machine Learning, Markov Chains, Brownian Motion, Differential Equations, Linear Regression, Financial Accounting

Trained a gamma model of Bitcoin price movements on technical market factors such as historical realized volatility. Built a bot that trades hourly and daily straddles using Kalshi contracts on the Bitcoin price range.

Python tool that, given a stock and an expiration date, analyzes option prices to build the probability distribution of the stock price at expiration, capturing options market sentiment. Live demo on this site.

Arbitraged the 2024 election by buying Trump-win contracts on Kalshi alongside DJT puts, returning 6% regardless of outcome. Built a pricing model to choose the puts and bet sizes with the best guaranteed return.

Actively manage a portfolio of domestic and foreign stocks and long-dated options selected on valuation. Returns: +6.6% YTD, +25.1% past year, +152.8% since inception in November 2022.

Served 2 years as Senior Patrol Leader of a 40-member troop; oversaw 80% membership growth.

Manage logistics and funding requests for the premier origami club on campus.