🔭 Quant-focused ML engineer working on HFT / MFT trading systems
📊 Building numeric–sentiment fusion models for short-horizon prediction
⚙️ Focused on low-latency, robust, and interpretable signals
🌱 Working with PyTorch / TensorFlow for research and live pipelines
🤝 Open to collaboration on quant research, HFT infra, and ML trading tools
📫 Reach me via email or LinkedIn
😄 He/Him | ⚡ Volleyball 🏐 & Badminton 🏸
D’s Method – Numeric–Sentiment Fusion (MFT)
- Price + volatility-based features
- Market / index / company sentiment
- Volatility-scaled interaction term
- Rolling window, memory-efficient design
- Real-time + backtest ready
Math & Stats
Probability · Linear Algebra · Optimization · Time Series · Inference
Quant Finance
Market Microstructure · Feature Engineering · Volatility Modeling · Backtesting
Focus: Signal validity, robustness, and latency — not curve fitting.
