Conor
Scheidt

software · mathematics

Index

Latest

Tensor trains vs. Monte Carlo

Pricing a basket option by compressing its integrand into a tensor train and summing the train exactly, measured against Monte Carlo and randomized quasi-Monte Carlo on baskets of 5, 10 and 20 assets.

Projects

Nothing here yet.

I'm building my own git host in Rust first. Projects go up here once it's running at git.crs.so.

Writing

About

I study applied mathematics and computer science at Northwestern. Most of my work is on systems where performance and correctness both matter: distributed systems, trading infrastructure, compilers, and numerical methods.

Education

Northwestern University

B.S. Applied Mathematics & Computer Science · June 2029

Phillips Academy

High School Diploma · June 2025

Experience

Software Developer

Alter Domus · since July 2026

Private credit observability.

Quantitative Developer

Northwestern Financial Technologies · since Sept 2025

Event-futures microstructure and exchange design with the trading group. Built the live Kalshi trading bot and the limit order book simulator it's tested against.

Undergraduate Researcher

Gingrich Group · 2024–2025

Non-equilibrium statistical mechanics: reaction–diffusion and tensor-network models of stochastic chemistry. Wrote browser simulators now used in coursework and made the group's cluster pipelines about five times faster.

Undergraduate Researcher

AquaLab · 2023–2024

Internet measurement research on privacy and data-protection practices across the web. Designed the study's telemetry model and built Plankton, the distributed crawler behind its datasets.

Evanston, IL© 2026