Hi, I am Sean Conlon

Computer Science & Mathematics

a picture of Jane Smith smiling

My Passions


I graduated with a major in mathematics and love to think how analytical and quantitative approaches can solve problems. My favourite topics in mathematics include probability, statistics and stochastic processes, forecasting and a paricular fodness for Graph Theory.

Computer Science

Having also majored in computer science, I love building and making things with code. My favourite topics in computer science include algorithms & data structures and computational methods. I also have a particular interest in Machine Learning, as it sits at an increasinglly central role between my three passions.


From as early as I could remember I have always been fascinated by financial markets. Whether or not I continue to work at an Investment Bank or Hedge Fund, I am certain I will always continue to think about and model markets in my own time. I also write a blog which covers my three passions and particualrly focuses on their applications to the field I love.

My Work

Who I am

Comp Sci & Mathematics Graduate from Melbourne

Beyond my academic and profesional interests, I love to travel and build things with Lego. I have so far been to 25 countries, some of my favourites being Japan, United States and Lebanon. On the right is me in one of my favourite places, Monte Carlo. I also love NBA basketball and help in editing, producing and occasionally writing and appearing on The DeepTwo NBA Podcast. Check out our Spotify and Blog.

I am also an avid student of Japanese. I love to learn, maintain, teach and practice whenever possible.

Me in Monte Carlo


Students Guide to Probability, Statistics & Measure Theory

Probability and statistics are beautiful and deep areas of mathematics, that require practice and understanding.

As a soon-to-be graduate student in mathematical statistics and occasional tutor to students in probability courses, I compiled my notes in a small textbook for future reference and for pupils. They contain a comprehensive overview of undergraduate level probability theorems, distributions, statistical methods as well as worked examples, solutions and consolidated proof-portfolio. Download them here and let me know if they are of value to you!


Limit Order Book in C++/Python

I recently went about prototyping a Limit Order Book in Python. Limit Order Books are the central data structure that exchanges use to conduct pricing and faciliate trade. Check out the code on my Github below.

Up next is a translation to C++ and then hopefully a web app where people will be able to practice their skills in market making. Blog post on the implementation process coming soon.