Quantitative Researcher
Bridging numerical mathematics with systematic quantitative trading, derivative pricing, and high-performance computing.
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High-performance Technical Analysis & Alpha factor library (123 indicators, WorldQuant 101 Alphas, Resampling). Zero-C runtime, 42x faster OLS.
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Symmetric factor orthogonalization and cross-sectional risk neutralization using Lowdin SVD and Frisch–Waugh–Lovell QR projection.
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Convex regularized alpha combination & dynamic factor portfolio allocation solved via accelerated proximal gradient (FISTA).
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Quantitative trading and systematic research framework.
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Valuation and risk management of financial derivatives.
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Pandas DataFrame wrapper for financial indicators (4.1k+ stars).
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Decomposing OLS Linear Regression into WMA/SMA for 100x Speedup in Polars —
Oct 2026
Closed-form mathematical refactoring of rolling least-squares into prefix sums and weighted moving averages. -
Lowdin Symmetric Orthogonalization for Cross-Sectional Alpha Factors —
Sep 2026
Eliminating factor multi-collinearity via SVD-based unitary transformation while preserving maximal correlation. -
Shifted Short-Rate Lattices (BK / BDT) in Negative Yield Regimes —
Oct 2026
Extending log-normal short rate tree dynamics (Black–Karasinski & Black–Derman–Toy) to negative interest rates with state-price calibration.


