The Data Guy - Quant Research
Professional Quantitative Research & Systematic Trading Development
Welcome to my comprehensive quantitative research portfolio. This platform showcases advanced techniques in market microstructure analysis, cross-asset alpha generation, and systematic trading strategy development—all built to institutional standards expected in hedge funds, proprietary trading firms, and quantitative asset management.
Core Expertise
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Market Microstructure
High-frequency price formation analysis, order flow dynamics, and execution optimization across traditional and digital asset markets.
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Cross-Asset Alpha
Systematic exploitation of market inefficiencies through regime-aware machine learning and multi-asset feature engineering.
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Regime Detection
Advanced statistical techniques for identifying and adapting to changing market conditions using Hidden Markov Models and clustering.
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Risk Management
Comprehensive risk analysis including VaR modeling, stress testing, and portfolio-level risk controls with real-time monitoring.
Featured Research Projects
Cross-Asset Alpha Engine
Advanced Multi-Asset Quantitative Trading System
A sophisticated quantitative trading system that systematically exploits market inefficiencies across multiple asset classes through regime-aware machine learning and advanced feature engineering.
Performance Highlights: - Sharpe Ratio: 1.85 [1.65, 2.05] (95% CI) - Maximum Drawdown: -8.2% - Win Rate: 58.3% - Assets: Multi-Asset Universe
Explore Complete System View Methodology
Crypto Market Microstructure Analysis
High-Frequency Digital Asset Trading Research
Comprehensive exploration of cryptocurrency market microstructure using order flow imbalance, VWAP deviation analysis, and regime modeling for 24/7 digital markets.
Research Highlights: - VWAP Half-Life: 18.3 minutes - Significant Minutes: 337/1440 - Regime Detection: 4 distinct states
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Research Impact
Institutional Quality
All research maintains hedge fund-level standards with comprehensive documentation, rigorous statistical validation, and reproducible methodologies.
Advanced Techniques
Implementation of cutting-edge quantitative methods including Hidden Markov Models, regime-aware ML, and microstructure analysis.
Real Market Data
Analysis conducted on actual market data with realistic transaction costs, slippage modeling, and risk management constraints.
Open Research
Complete transparency with full code availability, detailed methodology documentation, and step-by-step implementation guides.
Technical Foundation
Data Infrastructure: Multi-source integration (Polygon.io, Binance, Yahoo Finance) with high-frequency minute-level data and comprehensive quality controls.
Statistical Methods: Advanced time series analysis, machine learning techniques, and risk modeling with walk-forward validation and out-of-sample testing.
Technology Stack: Python ecosystem (pandas, scikit-learn, statsmodels) with Jupyter notebooks for research and MkDocs for professional documentation.
Professional Applications
This research portfolio demonstrates capabilities directly applicable to:
- Hedge Fund Research: Systematic alpha generation and quantitative strategy development
- Proprietary Trading: High-frequency and medium-frequency trading strategies
- Asset Management: Portfolio construction and regime-aware allocation techniques
- Risk Management: Advanced risk modeling, stress testing, and real-time monitoring
- Market Making: Microstructure analysis and execution cost optimization
Explore the complete research portfolio and discover how quantitative techniques can generate consistent alpha across diverse market conditions.