Quantitative Researcher specializing in systematic crypto strategies.
Currently building low-frequency multi-factor models for cryptocurrency markets.
- Multi-Factor Alpha Research — Cross-sectional factor construction & signal aggregation
- Systematic Trading Systems — End-to-end pipeline from data to execution
- High-Performance Quantitative Tools — Polars-native frameworks for factor generation
- phandas — Multi-factor quantitative trading framework for cryptocurrency markets
- elvers — High-performance multi-factor quantitative framework built on Polars
- Graduate Student @ NCKU (National Cheng Kung University)
- Quant Intern @ Crypto HFT Prop Desk — Low-frequency multi-factor development
Python Polars Pandas NumPy PyTorch LSTM Deep Learning
Building tools for the next generation of systematic traders.