Quantitative research with live-tested results.
On this site is where you'll find my personal projects I've built from scratch. The work encompasses managing millions of rows of market data to validate micro and macro research ideas. Doing it self-taught hasn't been easy, and I'm hoping this is a way to connect with others in the field as a junior quantitative researcher and trader looking to build my career.
My strategies are built to survive changing market conditions. Every idea is pressure-tested through years of backtesting with tick-by-tick NBBO fills. Spread, lookahead bias, and survivorship bias are always assessed, which is where many backtests will often go wrong if neglected. If an edge doesn't hold up, it's back to the drawing board.
A daily alternative-data engine that grades sectors from the news and regulatory flow: Polygon news plus SEC 10-K and Form 4 filings, scored by a custom LLM pipeline and mapped through a 2,700+ ticker lookup. Backtesting 231 sector-days showed the signal is concentrated. It is strongly predictive for cyclicals like Consumer Discretionary and inverted for defensives, so the grader weights news by sector instead of uniformly.
A live 47-day event study tracking how the February 2026 closure of the Strait of Hormuz rippled through US oil producers that do not operate in the Middle East. Daily Polygon closes for baskets of domestic E&P and LNG names are charted against the S&P 500 with event markers, showing how foreign supply-chain risk can lift competing domestic companies even when the broad market is down.
An NLP study of nine TSMC earnings calls (2024–2026) scoring how heavily management leaned on US–China risk language (H20 export bans, export controls, tariffs), then testing whether that tone predicts the stock’s drift. Cautious language lines up with weaker 5-day returns (r ≈ −0.52), and the Q1 2025 tariff-pause rally is the telling exception.
Quantitative researcher and trader, looking to begin my professional career. For inquiries, collaboration, or a conversation about markets, reach me through any of the channels below.