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    1. Statistical-Learning-and-Data-MiningStatistical-Learning-and-Data-MiningPublic

      NTU MH4510: Statistical Learning and Data Mining

      Jupyter Notebook

    2. orderbook-dexorderbook-dexPublic

      Decentralised exchange with a full on-chain central limit order book: price-time priority matching in Solidity, with a React frontend.

      Solidity

    3. SpotFuturesArbitrageSpotFuturesArbitragePublic

      Cash-and-carry basis trading on Binance coin-margined futures: opportunity scanner, TWAP execution and 2021 historical replay. Built with Nayt Technologies.

      Python

    4. SystematicTradingSystemSystematicTradingSystemPublic

      Daily momentum equity system: liquidity screen, volatility-contraction breakout detection, ATR-based risk sizing and SMA trend exit.

      Python

    5. bachelor-thesis-energy-demand-forecastingbachelor-thesis-energy-demand-forecastingPublic

      Bachelor thesis: benchmarking CNN, GRU, LSTM, TSMixer, TFT and Amazon Chronos for Singapore half-hourly electricity demand. Fine-tuned Chronos reaches 0.487% MAPE, 27% better than the grid operator…

      TeX