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I'm a quant researcher and derivatives trader who also ships the infrastructure behind the alpha. My work sits where capital markets, systematic trading, and applied AI meet — pricing govie bonds and swap curves by day, engineering async execution systems and agentic AI pipelines by night. Right now that means trading rates derivatives and shipping AI automation at a securities firm, while running 500+ strategies concurrently on execution infra I designed and built myself.
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🌱 Learning: how to get a language model to respect a stop-loss as much as risk management does.
👯 Open to collaborate on: anything async, alpha-generating.
💬 Ask me about: Any
⚡ Fun fact: I run 500+ strategies concurrently and still refresh the P&L dashboard like it's the first check of the morning.
A high-performance, async market data gateway for Crypto (Binance) and VN Stocks (DNSE/vnstock). Features historical Parquet warmups, live Redis Pub/Sub streaming, and auto-failover.
A public-facing treasury analytics and terminal repository for interbank FX, money market, swap curve, and bond (FI, GOVIE) real time monitoring.
Automated market data collection service system (Crypto (Perpetual-Quarterly), VN Stocks, VN Futures, Options) - Historical Only
Python 2
Automated quantitative strategy report generation from QuantStats HTML exports, Nautilus-Trader and quantbt engine tradelogs.
Statistical Arbitrage (StatArb) nâng cấp từ phương pháp giao dịch cặp truyền thống (Pairs Trading).
Python 2
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