Alpha Researcher @ Kronos Research

Chang-Teng Lin
林昶滕

Crypto HFT · Quantitative Research · C++ Performance Engineering

Alpha Researcher at Kronos Research, working on crypto high-frequency trading. My responsibilities include tick-level market-data analysis, alpha research and validation, backtesting, production C++ implementation, and live trading.

research_to_production.log LIVE
  1. 01 market microstructure hypothesis
  2. 02 feature & signal research
  3. 03 backtest / robustness / diagnostics
  4. 04 production C++ implementation
  5. 05 live trading & strategy simulation
2HFT alpha signals
published and deployed live
50%faster alpha calculation
after profiling
13+years programming
since 2013
4+years running Minecraft servers
and Linux systems

Core capabilities

Technical expertise

My work covers quantitative research, systems development, and performance engineering, including production deployment and live-performance analysis.

01

HFT & Quant Research

Alpha research and live deployment

Tick-level market data, market microstructure, order flow, feature engineering, signal validation, backtesting, strategy simulation, production diagnostics, and maker / taker execution.

AlphaSharpePnLSlippage
02

C++ & Performance

Production C++ and optimization

C++ is my primary language, supported by Python, CUDA, VTune, and profiling tools. I work on large tick datasets, numerical algorithms, data structures, CPU / GPU code, and HPC workloads.

C++PythonCUDAVTune
03

Linux & Production Systems

Server deployment and operations

More than four years of experience hosting and operating Minecraft servers, including Linux administration, shell scripting, databases, secure access, DNS, reverse proxies, DDNS, and routine automation, plus real-time data pipelines in HFT.

LinuxGitDNSAutomation
04

Scientific Computing

Numerical methods and scientific computing

Tensor networks, linear algebra, probability, statistics, time series, numerical methods, and algorithm design. I maintained Cytnx across C++ / Python and CPU / GPU backends.

Tensor NetworkNumPyPyTorch
05

Agentic Research Engineering

Agentic workflows and research automation

I use Claude Code and coding agents for decomposition, implementation, refactoring, testing, debugging, experiment execution, and evaluation loops, organized into reusable long-horizon research workflows.

Claude CodeEvaluationOrchestration

Kronos Research · Jul 2025 – Present

Crypto HFT
research to production

As an Alpha Researcher, I am responsible for the full lifecycle of short-horizon predictive signals, including experiments, data analysis, alpha generation, signal validation, robustness evaluation, production C++ implementation, and live trading.

01

Alpha publication and live deployment

Independently developed and published two HFT alpha signals, covering hypothesis generation, feature and signal development, backtesting, C++ implementation, production deployment, and live trading.

02

Backtesting, simulation, and diagnostics

Ran backtests, simulations, and diagnostics to evaluate signal strength, stability, zero-cross, and real-world performance before deployment.

03

Production behavior and strategy optimization

Used strategy simulation to identify sources of production-performance degradation and refine signal logic and execution decisions. Iterative optimization and empirical research increased Sharpe ratio and PnL by over 50% in simulation.

04

Maker and taker execution

Researched execution at tick resolution, evaluating market-microstructure and order-flow effects including liquidity, slippage, and adverse selection.

05

High-performance C++

Developed and optimized C++ for tick-data processing, alpha research, and trading-strategy implementation; profiling and performance optimization produced a 50% speedup in alpha calculation.

Selected work

Portfolio

Selected work includes a Java IRC bot developed in junior high, Minecraft servers hosted since junior high, the Cytnx library maintained during graduate school, and my current HFT research.

01Graduate school · Major maintainer

Cytnx

A tensor-network library for quantum-physics simulations. During graduate school, I maintained its C++ / Python APIs, implemented numerical algorithms and data structures, added unit tests, and profiled performance-critical code for large simulations. The library provides consistent Tensor, UniTensor, Symmetry, and Network abstractions across CPU and GPU.

C++PythonCUDATensor Network
02First year of high school · Real-time web app

PJ_musicStream

A synchronized multi-user music-streaming service built with Node.js, Express, and Socket.IO. The server recursively scans a local music library and reads MP3 metadata, cover art, and duration. Connected users share the current song and queue, can add YouTube or MP4 sources, and support administrator time correction.

Node.jsSocket.IOExpress
03Junior high · Plugin architecture

Java IRC Bot

An IRC client and SASL login implemented directly with Java sockets, plus an extensible plugin API. At startup it scans plugin JARs and loads classes through URLClassLoader and reflection. Plugins can register commands and event listeners, with onEnable, onDisable, and reload lifecycle hooks.

JavaReflectionIRCSASL
More Minecraft plugin contributions LevelledMobs UpgradingCorePlus

Research & education

Research and education

My physics and mathematics training covers tensor networks, condensed-matter physics, statistics, linear algebra, numerical methods, and experimental measurement, with applications in simulation, data analysis, and quantitative research.

Read the full CV

2022 – 2024 · NTU Physics, M.S.

Tensor Network / Kitaev Model

Developed tensor-network methods for two-dimensional ground and excited states, extending numerical algorithms to more complex systems. My master's thesis used generating functions to study the Kitaev-model spectral function.

Master's thesis

2021 – 2022 · Undergraduate Research

Spintronics

Measured spin-orbit torque and spin Hall angle using NM/FM multilayers, harmonic measurements, and lock-in amplification; performed thin-film fabrication, PPMS magnetoresistance and Hall measurements, and RTA annealing.

2018 – 2022 · NTU

B.S. Physics, Minor in Mathematics

Studied probability, statistics, linear algebra, real analysis, ODEs / PDEs, numerical methods, and mathematical finance. Also joined a quantum-algorithm study group covering Shor, HHL, QFT, and QPE.

2022 – 2024 · Teaching

NTU Teaching Assistant

Supported more than 40 students across statistical physics, thermodynamics, and mechanics, and served as a teaching assistant for the 2022 Tensor Network Summer School.

Contact

Contact

Crypto HFT · Quantitative Research · C++ · Scientific Computing