I build research-to-production style quant systems across data engineering, signal research, machine-learning research, research-bias validation, portfolio construction, risk governance, execution lifecycle, auditability, market-structure research, and reproducible reporting.
This public GitHub profile is a sanitized showcase. It uses synthetic data, mock execution, simplified examples, and public documentation. Proprietary production signals, live platform configuration, private parameters, real trading logs, paid vendor data, and platform-identifier information are intentionally excluded.
| Repository | Focus | Status |
|---|---|---|
quant-research-portfolio | Portfolio landing page, project map, and build roadmap | Published |
ares-public-architecture | Synthetic-data demonstration of a modular US equity quant architecture | Published |
vnq-datalake-public-manual | Public manual for reproducible equity research data lake design | Published |
chronos-master-portfolio-demo | Synthetic master portfolio governor and multi-sleeve risk controller | Published |
quant-execution-audit-toolkit | Dry-run execution, simulated fills, position ledger, PnL ledger, and JSONL audit lifecycle | Published |
vhedge-risk-allocation-demo | Synthetic defensive multi-asset allocation and volatility targeting demo | Published |
equity-alpha-research-lab | Synthetic equity factor research, XGBoost sweep, OOS prediction, and validation workflow demo | Published |
qinglong-ashare-research-lab | Synthetic A-share market-structure-aware research workflow demo | Published |
quant-research-validation-toolkit | Research-bias validation toolkit covering look-ahead, label leakage, survivorship, purge/embargo, and point-in-time universe audits | Published |
VNQ data lake manual
|
v
research / synthetic data layer
|
+--> Ares public architecture demo
| |
| v
| Chronos master portfolio governor
| |
| v
| Execution and audit toolkit
|
+--> Equity alpha research lab
| |
| v
| XGBoost sweep / OOS prediction / feature importance
|
+--> Quant research validation toolkit
| |
| v
| look-ahead / leakage / survivorship / purge / embargo audits
|
+--> vHedge defensive allocation demo
|
+--> QingLong A-share research lab
- Separate data, signal, ML research, validation, portfolio, risk, execution, and reporting layers.
- Use synthetic data and dry-run examples for public demonstration.
- Prefer reproducible runs with config snapshots, deterministic seeds, leaderboards, audit reports, and manifests.
- Evaluate return, drawdown, turnover, costs, liquidity, tradability, leakage risk, and implementation risk together.
- Treat validation as a system requirement: look-ahead checks, label leakage guards, OOS testing, purge/embargo windows, point-in-time universe membership, cost assumptions, universe stability, and market-structure constraints.
- Keep live execution details, platform-specific configuration, and private strategy parameters outside public repositories.
| Layer | Repository |
|---|---|
| Public portfolio map | quant-research-portfolio |
| Data infrastructure | vnq-datalake-public-manual |
| US equity architecture | ares-public-architecture |
| ML alpha research | equity-alpha-research-lab |
| Research-bias validation | quant-research-validation-toolkit |
| Master portfolio governance | chronos-master-portfolio-demo |
| Execution and audit lifecycle | quant-execution-audit-toolkit |
| Defensive multi-asset allocation | vhedge-risk-allocation-demo |
| A-share market-structure research | qinglong-ashare-research-lab |
This profile is designed for research and professional review by:
- Quant researchers
- Quant developers
- Portfolio and risk professionals
- Academic supervisors
- Research collaborators
Nothing in these repositories is investment advice or a trading recommendation. Public examples are intentionally simplified and synthetic.