Hi DRW!

My name is Tom Perretta, and I enjoy building end-to-end trading models. I previously worked at DC Investments, where I developed sub-seasonal weather forecasting systems as well as electricity supply/demand models. In May, I left this role to trade weather prediction markets independently.

I now focus on latency arbitrage, probabilistic forecasting, and market making in daily-high climate markets. I typically rank among Kalshi's top 20 climate traders each month and around 50th all-time (I had a late start! 🙂).

I'm great at building forecasting models, ranging in complexity from simple statistical techniques to full deep learning stacks. However, I still have a lot to learn about market microstructure and extracting signal from order flow.

My goal is to join a firm where I can keep learning and trading.