Selected projects from my professional experience in quantitative research and trading.
High-Frequency Trading System
Building a full-stack HFT infrastructure for prediction markets from scratch.
- Real-time data recording and historical data replaying engine
- Strategy backtesting framework with paper/live trading execution
- On-chain data pipelines and alternative data integration for alpha research
Exotic Options Pricing & Trading Strategy
End-to-end options research: from pricing model to live trading.
- Implemented exotic options pricing models for digital asset markets
- Developed a strategy exploiting pricing inefficiencies in crypto derivatives
- Achieved over 200% annualized return in live trading
CTA Strategy Backtesting Framework
A systematic backtesting engine for CTA strategies with granular data analysis.
- Tick-level microstructure feature extraction and latency profiling
- Modular backtest pipeline supporting multiple strategy types
- Statistical analysis toolkit for trading data exploration
Blockchain Data Factor Market Research
Game-theoretic analysis of data property rights in blockchain markets.
- Proposed a Bayesian game framework for data property rights allocation
- Demonstrated welfare gains from assigning rights to high-value-growth entities
- Comprehensive literature review on blockchain and macroeconomic modeling paradigms
Hydrogen-Powered Vehicle Big Data Platform
Real-time sensor data platform for hydrogen-powered vehicle fleet.
- Migrated vehicle simulation models from MATLAB to Python
- Processed large-scale sensor data using Hadoop MapReduce
- Built interactive statistical visualization dashboards