Gavin McGillivary

Bayesian Limit Order Simulator @GitHub

North Charleston, SC, US
MOBILE NUMBERS
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WORK HISTORY

Feb 2026 — Present

Bayesian Limit Order Simulator @GitHub

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US

Built a simulation of limit order execution using Bayesian updating to estimate fill probabilities as market conditions change.Modeled order book dynamics and simulated how limit orders interact with stochastic price movement and liquidity.Used probabilistic updating to adjust beliefs about execution likelihood as new market information arrives.

EDUCATION

N/A

Midlands Technical College

Associates's degree, Business Administration and Management, General

N/A

College of Charleston

Bachelor's degree, Finance, General

ABOUT GAVIN MCGILLIVARY

Finance student at the College of Charleston interested in quantitative trading, market structure, and data-driven decision making.I spend a lot of time working on projects that involve modeling markets, building simulations, and exploring how probability and statistics show up in trading. Most of what interests me about finance comes from the problem-solving side, things like trying to understand how prices move, how strategies behave under uncertainty, and how simple models can sometimes reveal useful patterns.I’m interested in quantitative trading, market making, and systematic strategies, and I’m always curious to learn from people working in those areas.

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