Quant strategy and trading-data developer building Python, Android, and full-stack research systems for market screening, backtesting, data validation, monitoring dashboards, and research-to-execution workflows.
I work across A-share and crypto research tooling, QMT/xtquant workflows, public market-data pipelines, event-study and DID research, matched controls, robustness checks, and local-first analytics apps. My public GitHub repositories are sanitized project showcases: no private company code, no account-connected trading systems, and no sensitive runtime data.
Open to Quant Developer, Trading Data Analyst, Research Engineer, Data Analyst, and crypto/trading analytics roles in Singapore, Hong Kong, and remote APAC teams.
LinkedIn | Public repositories
| Project | Signal for recruiters/interviewers | What to inspect |
|---|---|---|
| QuantTradingApp | Public Android stock-research demo using Kotlin, Room, Material Design, local portfolios, screening, review notes, and backtest-style model diagnostics. | Android architecture, local-first data boundary, Room models, research workflows, verification scripts. |
| rayn-strategy | Offline crypto strategy research scaffold with bounded-grid and momentum engines, risk checks, public data fetchers, and regression tests. | Backtest engines, risk logic, config profiles, public data tooling, test coverage. |
| quant-trading-system | Full-stack quantitative research workspace with FastAPI, React, backtesting, realtime market monitoring, industry heatmaps, and paper-trading workflows. | Backtest engine, realtime dashboards, industry analysis, CI, browser regression assets. |
| super-pricing-system | Asset-pricing and macro mispricing research system with workflow orchestration, alternative-data clusters, and Quant Lab experiments. | Pricing models, macro-factor pipelines, public summaries, E2E research tests. |
| index-inclusion-research | Empirical-finance research toolkit with event studies, matched controls, permutation tests, clustered SE, and an honest null-result narrative. | Research design, reproducible pipeline, robustness tables, dashboard, limitations docs. |
| altdata-brief | Multi-market alternative-data brief generator with public-source adapters, scheduled validation, RSS/Pages publishing, and quality gates. | Source adapters, strict validation, GitHub Actions, bilingual brief generation. |
| etf-512400 | Local-first ETF research console for realtime quotes, NAV/fallback checks, factor signals, source health, and strategy validation. | React/Vite research surface, realtime fallback contract, snapshot health CLI. |
| yieldwise | Secondary analytics project showing geospatial data modeling, PostGIS workflows, maps, candidate review queues, and local decision memos. | FastAPI/PostGIS schema, staged refresh jobs, spatial analysis, local-first data boundary. |
Python, SQL, Pandas, NumPy, QMT/xtquant, Kotlin, Android, Room, FastAPI, React/TypeScript, PostgreSQL/PostGIS, TimescaleDB, Redis/Celery, GitHub Actions, Playwright, event studies, causal inference, backtesting, data validation, and dashboard QA.
- Start from a concrete research or trading workflow, then make the data path inspectable.
- Keep source freshness, schema contracts, and fallback behavior visible instead of hiding uncertainty.
- Prefer small, reproducible loops: define the hypothesis, build the pipeline, test the signal, expose the assumptions, and make the result easy for another person to review.
- Keep public repos account-disconnected and reviewable, with runtime state, private credentials, and company-specific data removed.
Private/company code is not published here. Public repositories are self-owned, sanitized projects intended to show engineering judgment, research discipline, and end-to-end execution.