Alpha research · Market making · Data visualization
Alpha signal research and hedged portfolio strategies on liquid US and China A-share stocks (for academic research only).
Algorithm research on historical data · no live trading
All three engines run in parallel on one 32 GB personal workstation; iteration speed is limited mainly by memory.
Two-sided quoting on liquid crypto perpetual futures: where to quote, how large a position to hold, and when to step back from informed flow.
Beyond the research engines: interactive charts that make market data easy to read.
An interactive dashboard on the implied volatility surface of 18 US underlyings: by strike, by maturity, and against realized volatility.