I'm a Python engineer and systematic discretionary trader focused on data-driven systems, market structure, and decision architecture.
I design tools that merge research, technology, and strategy β from trading frameworks to analytical platforms.
- MetaQuant β research and analytics engine for trading systems
- MetaMacro β internal global macro framework (hybrid discretionary + systematic)
- Quantitative Strategy Design β modeling price behavior, volatility structure, and execution logic
- Automation & Data Infrastructure β Python-based tools for research, data processing, and production systems
I run a team that write about markets and investment positioning ideas
β Read my essays on Substack
Python β’ Pandas β’ NumPy β’ Matplotlib β’ Streamlit β’ Plotly β’ FastAPI
Quantitative Research β’ System Design β’ Automation
You could just build stuff
Although my core projects are private, they include:
- Internal tools for multi-timeframe market analysis
- Modular research frameworks for quantitative systems
- Automation pipelines for data ingestion, validation, and backtesting
- Interfaces for structured decision-making and performance reporting

