Building factor research that ships, not just backtests.
I work at the intersection of wholesale banking and systematic equity research. MSc Applied Finance (Singapore Management University) and MSc Business Analytics & Data Science (IE University, Madrid - in progress). Previously Strategic Equity Transactions at ING Singapore (equity-linked financing, total return swaps, margin loans, XVA/CVA pricing), with prior roles at Natixis Investment Managers, Arrowstreet Capital, and Chinabank Capital.
This profile is a curated showcase. In-progress work lives on a self-hosted GitLab; what's published here has been polished and stress-tested.
- Meridian_QuantConnect - QuantConnect implementation of a strategy from the Meridian factor engine, a multi-factor systematic equity scoring system. The engine runs at dash.mpholdings.co/Meridian; core source is private.
- LEAN_External_DataVendors - Integration layer between QuantConnect/LEAN and external data providers. Data engineering for systematic research workflows.
- OptionsAnalyzer - [ONE_LINE_DESCRIPTION_NEEDED]
- PairsTrading - Pairs trading backtester. Built on quantitative trading strategies coursework at SMU (Benjamin Ee).
- quant-research-infra - (planned) Self-hosted research stack. Docker-based services for backtesting, data pipelines, and dashboards. Currently migrating to Kubernetes.
- XGBoost-Equity-Returns - (rename pending) [SHORT_DESCRIPTION_NEEDED]
- EMA-Crossover-PutHedge - (rename pending) 200/50 EMA crossover strategy with put-hedged downside protection.
Languages
Quant & Data Science
Data & Infrastructure
- Expanding the Meridian factor library [SPECIFIC_DIRECTION_NEEDED]
- Migrating the research stack from Docker Compose to Kubernetes
- Reading: [READING_LIST_NEEDED - papers/books you'd actually defend in an interview]
Research, ship, validate.