Hi, I'm Nicholas 👋

Quant researcher & engineer | Data, markets & code

I design and test systematic trading strategies — Always refining, always iterating.

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Nicholas Hong

3 latest projects

Here are some of the projects I've recently worked on. Feel free to explore!

SGX multi-factor strategy cumulative performance

Multi-Factor Equity Strategy — SGX

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Winner-model out-of-sample forecasts

Macro Forecasting Horse Race

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Volatility risk premium strategy

Volatility & Systematic Strategy Lab

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My Skills

Explore the expertise and abilities that define my work and passion.

Languages
Python C++ SQL
Quantitative
Market Microstructure Options & Volatility Bayesian Time-Series Factor Modelling
Tools
Bloomberg Databento Git