Fall semester "Paris Trading" in Quantitative Methods class: 
Represented MAFN at University of Toronto in Canada. I specialized in RITC algorithmic trading for the liquidity case. I implemented bid-ask spread widen/tightening and depth level of orderbook within the moments of time duration (what would be liquidity level within 5 seconds instead of instaneous?) to capture liquidity degree in the order book. My strategy sparked PnL incredibly when many participant traders joined the competition. Along with this part, I also focused on product direction side of the team, making sure other cases in our team work smoothly such as fixing coding errors like trade decision tightening to widening to allow more trade computations.