tech

I’m an engineer and researcher interested in bridging big tech, web3 and quant finance together.

I did my undergrad at Waterloo. I took a double major in Combinatorics/Optimzation and Computer Science. I’ve got a minor in psychology.

Recently worked on risk engineering in decentralized finance after quantitative research position in automated options trading. Before that I was working on operations research/engineering at a taxi company. You can find out more about my work history from my resume.

Also currently advisor on algorithmic trading strategy for a web3 startup.

Recently I started writing about quant finance on substack.

• The Avellaneda Stoikov Algorithm: Criticisms and Potential Solutions
• Analyzing Binance Options Prices: Barebones Volatility Fitter in Python

art

In my spare time I am an illustrator. Most recently created the NFT artwork for jump crypto’s buffalo NFTs.

misc

Python is my favorite programming language.

I was born in Beijing. Throughout my life I’ve been based in various cities. Here is a timeline of my schmovements:

• Age 0 - Beijing
• Age 4 - Toronto
• Age 9 - LA
• Age 11 - Beijing
• Age 15 - Vancouver
• Age 18 - Waterloo
• Age 23 - San Francisco
• Age 25 - New York

My book recommendations:

• Skin in the Game (Nassim Taleb)
• Antifragile (Nassim Taleb)
• Bhagavad Gita (Hindu Text)
• Options, Futures and Other Derivatives (John Hull)
• The Dao of Capital (Mark Spitznagel)