Quantitative Researcher exploring systematic multi-factor strategies in cryptocurrency markets.
- Cross-sectional factor construction — operator design, panel-based computation
- Factor-driven systematic trading — single/multi-factor portfolio, daily rebalance
- Execution infrastructure — TWAP execution, exchange connectivity
- elvers — Multi-factor alpha research platform for systematic trading. Polars-native panel operations with cross-sectional ranking, neutralization, and time-series operators.
- Quantitative Research @ Crypto Prop Desk — factor research & systematic execution
- M.S. Student, National Cheng Kung University (NCKU)
Python Polars NumPy



