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huuan26/README.md

An Phan

Quantitative Researcher

Bridging numerical mathematics with systematic quantitative trading, derivative pricing, and high-performance computing.

Python Rust C++ Polars PostgreSQL Linux NumPy SciPy PyTorch Docker Git


Featured Projects

High-performance Technical Analysis & Alpha factor library (123 indicators, WorldQuant 101 Alphas, Resampling). Zero-C runtime, 42x faster OLS.

Polars · Rust · Python

Symmetric factor orthogonalization and cross-sectional risk neutralization using Lowdin SVD and Frisch–Waugh–Lovell QR projection.

Linear Algebra · SVD · QR

Convex regularized alpha combination & dynamic factor portfolio allocation solved via accelerated proximal gradient (FISTA).

Optimization · FISTA · Shrinkage


Open-Source Contributions

Quantitative trading and systematic research framework.

Backtesting Engine · Alpha Pipeline · Time-Series

Valuation and risk management of financial derivatives.

Derivatives · Short-Rate Trees · Monte Carlo

Pandas DataFrame wrapper for financial indicators (4.1k+ stars).

Technical Indicators · Pandas · WMA / HMA


Research & Technical Notes


Activity & Metrics

GitHub Metrics    Top Languages

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  1. polars-anta polars-anta Public

    ANTA (Alpha & Numerical Technical Analysis): Ultra-fast, zero-C technical analysis and factor library for Polars.

    Python 26 1

  2. OrthoQuant OrthoQuant Public

    Symmetric Factor Orthogonalization and Cross-Sectional Risk Neutralization Framework

    Python 2

  3. OptiAlpha OptiAlpha Public

    OptiAlpha: Convex Regularized Alpha Combination and Dynamic Multi-Factor Allocation Engine

    Python 2

  4. OpenByteInc/QuantDinger OpenByteInc/QuantDinger Public

    Open-source AI Trading OS, agent trading, and vibe trading, with Jev System One integration. Research, build Python strategies, backtest, and paper/live trade across crypto, stocks, and forex. Laun…

    Python 13.1k 2.7k

  5. domokane/FinancePy domokane/FinancePy Public

    A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

    Python 3.2k 466