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quantbai/README.md

Wynn (幽白)

Quantitative Researcher exploring systematic multi-factor strategies in cryptocurrency markets.

Research Interests

  • 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

Open Source

  • elvers — Multi-factor alpha research platform for systematic trading. Polars-native panel operations with cross-sectional ranking, neutralization, and time-series operators.

Background

  • Quantitative Research @ Crypto Prop Desk — factor research & systematic execution
  • M.S. Student, National Cheng Kung University (NCKU)

Stack

Python Polars NumPy

Pinned Loading

  1. phandas phandas Public

    A multi-factor quantitative trading framework for cryptocurrency markets.

    Python 103 16

  2. elvers elvers Public

    Multi-factor alpha research platform for systematic trading

    Python 42 1