01 · Quant research
Alpha research · Market making · Data visualization
Xiaohan Mei
Alpha signal research and market-neutral strategies on liquid US equities and China A-shares (for academic research only).
Research engine uptime
Algorithm research on historical data · no live trading
02 · Market makingIn research
Crypto market making
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.
- Feasibility and test designIn progress
- Order-book microstructure researchNext
- Queue-aware backtesterNext
03 · Data visualization
Options market explorer
An interactive dashboard on the implied volatility surface of 18 US underlyings: by strike, by maturity, and against realized volatility.
SPY downside skew, one line per expiry from 7 days to 2 years · 2026-10-20
Live dashboard coming soonAll visualization work →