JuliaCon 2022 (Times are UTC)

Optimising Fantasy Football with JuMP
07-29, 17:20–17:30 (UTC), JuMP

Fantasy Premier League is an online fantasy sports game where you select a team of 15 players and score points based on their performance each week. You have a finite budget and each player costs a certain amount, plus a number of other constraints which makes this an optimisation problem that JuMP can solve. In this talk I will work through this problem and show how each constraint is translated into the JuMP language. It will be a fun introduction to optimisation in an alternative domain.

I've been using Julia user since 2015 and maintain a number of packages from HawkesProcesses.jl to a number of data API wrappers.

In my day job I’m currently an electronic trading quant working on both principal and algo execution. I build models, analyse data and construct algorithms to try and get the best prices in the market with the lowest impact.

Outside of my day job I enjoy writing about technology and sports on my blog.

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