My Projects

Multi-Factor Equity Strategy — SGX
Quantitative Research
SGX multi-factor strategy cumulative performance

Systematic multi-factor long-short equity on SGX with a point-in-time survivorship correction (NTU FYP).

Factor InvestingQuantPython
Macro Forecasting Horse Race
Quantitative Research
Winner-model out-of-sample forecasts

An honest out-of-sample horse race across five macro forecasting model classes.

EconometricsForecastingBayesian
Volatility & Systematic Strategy Lab
Quantitative Research
Volatility risk premium strategy

A multi-strategy lab around the volatility risk premium, with a Black-76 options engine.

VolatilityOptionsBacktesting
Congressional-Trade Alpha — An Event Study
Machine Learning / Quant Research
Congressional trade event study

An event study on whether copying congressional trades is an edge (it isn't).

Event StudyAlt DataPython
Low-Latency Market-Making Engine
Systems / C++
Low-latency market-making engine

A C++20 event-driven market-making and execution engine.

C++Market MakingLow Latency