Quant researcher who also ships the infrastructure.
Capital markets × systematic trading × AI systems — building at the intersection where math meets production code. Currently trading rates derivatives and shipping AI automation at a securities firm by day; engineering quant infrastructure and open-source tooling by night.
alpha research → VN30 Futures / Crypto / US Equities
execution systems → async Python · Redis · Kafka · 500+ live strategies
capital markets → Govie Bond · IRS/AIRS · swap curve · interbank rates
AI automation → Agentic pipelines · market analytics · LLM-orchestrated workflows
Execution & Data Infrastructure
| Repo | Description | |
|---|---|---|
| quant-data-layer | Async market data gateway — Binance + VN Stocks (DNSE/vnstock), Redis Pub/Sub, Parquet warmups, auto-failover |  |
| trading-historical-data | Automated historical data collection — Crypto, VN Stocks, VN Futures, Options |  |
| quantbt | Vectorised backtest SDK with Numba-compiled simulation kernels |  |
Quant Research
| Repo | Description | |
|---|---|---|
| walk-forward-optimization | WFO strategy using Tree-Parzen Estimator (TPE) for hyperparameter optimization |  |
| BavarBled-mlops | Hybrid architecture — Bayesian Model Averaging, VAR, Black-Litterman, Transformer, CNN, TD3 for dynamic portfolio allocation |  |
Capital Markets
| Repo | Description | |
|---|---|---|
| treasury-quant | Treasury analytics terminal — interbank FX, money market, swap curve, bond (FI, Govie) real-time monitoring |  |
- > 15 alphas live on VN30 Futures — Sharpe >3 · MDD <6% · hit rate ~70%
- > 22 alphas live on Binance Futures — Sharpe >2 · MDD <12% · hit rate ~68%
- Many strategies on Option, Structuring Product and Capital Market (Interbank Market)
- 500+ strategies running concurrently on self-built execution infra
- Agentic AI terminal deployed at securities desk — endorsed by BOD
Building in the open where the work allows it. Reach out on LinkedIn for anything else.