Selected projects from my quantitative research, crypto trading, and research-engineering work.
Daily Crypto ML Signal Framework
Modular research framework for daily crypto signals and model diagnostics.
- Integrated boosting models, cross-asset features, diagnostics, and signal-accuracy evaluation
- Improved quantitative research pipelines for asset histories, missing-data handling, and reliable backtests
- Expanded tests and strategy configuration coverage for maintainable research iteration
AI-assisted Research Engineering Workflow
Structured development workflow for shipping robust quantitative research code.
- Used structured prompts, iterative code review, and failure-mode analysis for research-engineering tasks
- Refined tests alongside implementation changes to catch data and strategy edge cases
- Applied the workflow to pipeline fixes, model components, and configuration updates
Prediction-market HFT System
High-frequency trading infrastructure and alpha research for prediction markets.
- Researched and validated alpha signals with market microstructure analysis and performance diagnostics
- Built Rust/Python components for data recording, replay, backtesting, and paper/live trading
- Integrated on-chain and alternative data pipelines for signal generation and risk monitoring
Polymarket Pricing & Trading Signals
Pricing and monitoring framework for binary-option products in prediction markets.
- Modeled and priced Polymarket products using binary-option pricing frameworks
- Developed and monitored strategies based on valuation and risk signals
- Supported live research iteration through signal testing and execution diagnostics
Signal Testing & Strategy Research Framework
A systematic framework for high-frequency and medium-frequency crypto strategy research.
- Built signal-testing tools on the firm’s high-frequency trading system
- Supported tick-level analysis and execution diagnostics
- Contributed to backtesting and paper-trading frameworks for cross-sectional and time-series strategies
Blockchain Data Factor Market Research
Game-theoretic analysis of data-property-right allocation in blockchain markets.
- Led literature review on blockchain and data factor markets
- Synthesized macroeconomic and mechanism-design models for research stakeholders
- Proposed a Bayesian game framework to evaluate welfare effects under heterogeneous growth assumptions