Independent quant developer building local-first research systems for Chinese markets, alternative data, index inclusion, ETF timing, and real-estate yield analysis.
I focus on research that can be inspected end to end: data ingestion, feature engineering, empirical design, backtesting, monitoring, CI, and reproducible publication.
| Project | Focus | What to inspect |
|---|---|---|
| quant-trading-system | FastAPI + React quantitative research workspace for backtesting, realtime monitoring, industry heatmaps, and cross-market experiments. | Backtesting workflows, ETF timing signals, realtime dashboards, CI. |
| super-pricing-system | Asset-pricing and macro mispricing research system with Quant Lab experiments and alternative-data clusters. | Pricing models, macro factor pipelines, public summaries, research E2E tests. |
| index-inclusion-research | Literature-driven index inclusion research toolkit with event studies and HS300 RDD workflows. | Empirical finance design, dashboard workflow, causal inference framing. |
| altdata-brief | Multi-market alternative-data brief generator with scheduled validation. | Daily research automation, data freshness gates, GitHub Actions publishing. |
| etf-512400 | 512400 non-ferrous metals ETF realtime research and decision dashboard. | Source-health checks, live snapshot refresh, React/Vite research surface. |
| yieldwise | Shanghai rental-yield research workbench for local, self-use real-estate analysis. | Spatial analysis, PostGIS workflows, rental-yield ranking logic. |
Python, FastAPI, React, TypeScript, Kotlin, PostgreSQL/PostGIS, TimescaleDB, Playwright, GitHub Actions, DoWhy/EconML, market-data pipelines, research dashboards, and reproducible validation.
I prefer small, verifiable research loops: define the hypothesis, build the data path, test the signal, expose the assumptions, and keep the result reproducible enough for another person to inspect.