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.
Alpha Researcher @ Kronos Research
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.
Core capabilities
My work covers quantitative research, systems development, and performance engineering, including production deployment and live-performance analysis.
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.
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.
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.
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.
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.
Kronos Research · Jul 2025 – Present
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.
Independently developed and published two HFT alpha signals, covering hypothesis generation, feature and signal development, backtesting, C++ implementation, production deployment, and live trading.
Ran backtests, simulations, and diagnostics to evaluate signal strength, stability, zero-cross, and real-world performance before deployment.
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.
Researched execution at tick resolution, evaluating market-microstructure and order-flow effects including liquidity, slippage, and adverse selection.
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
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.
Original site archive
Largest personal project · Operated during university
I began hosting Minecraft servers out of personal interest in junior high and accumulated more than four years of Linux server administration and game-community operations. Seek Real Thing was the largest of these projects; I managed secure access, databases, maintenance scripts, DNS, reverse proxy, and DDNS, and developed Java plugins to improve the multiplayer vanilla-survival experience.
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.
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.
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.
Research & 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 CV2022 – 2024 · NTU Physics, M.S.
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 thesis2021 – 2022 · Undergraduate Research
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
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
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
Crypto HFT · Quantitative Research · C++ · Scientific Computing