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2025

2025-03-26

A Bayesian-Inference Method for Measuring Box Office Outperformance

Data Science

2024

2024-12-16

A Funding-Rate Arbitrage Strategy for Crypto Perpetual Futures

Quantitative Trading

2024-11-18

Learning to Rank in Brief: From RankNet to LambdaMART

Data Science

2024-11-05

Shaputa: A Feature Selection Method That Combines SHAP and Boruta

Data Science

2024-08-26

Trends in Large Language Models and Their Applications in Quantitative Investing

Data Science / Quantitative Trading

2024-08-25

A Brief Discussion of Event-Driven Strategy Testing: Counterfactual Inference, Risk Factor Models, and Convolution Integrals

Quantitative Trading

2024-08-23

Phase Three Quant Work Summary and Next Steps: Complexity and Cost Control

Reflections / Quantitative Trading

2024-06-21

Thinking One Move Ahead: Multi-Period Portfolio Optimization

Quantitative Trading

2024-06-17

Algorithmic Trading Strategies Based on Deep Reinforcement Learning

Quantitative Trading

2024-04-30

Phase Two Quant Work Summary and the Plan Ahead

Reflections / Quantitative Trading

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YK

YK

Quant

Shanghai, China

Posts

55

Categories

4

Categories

  • Data Science14
  • Information Technology5
  • Quantitative Trading37
  • Reflections6

Recents

2026-04-22

Convertible Bond Quant Strategy: Alpha Selection, CCB Pricing, and Futures Hedging

Quantitative Trading

2026-04-22

AMM Quant Deep Dive 02: A Derivatives Pricing Model for Uniswap V3

Quantitative Trading

2026-04-07

The Rise and Fall of an Obscure On-Chain LP Strategy: Clouds Break, the Moon Appears, and Flowers Cast Shadows

Quantitative Trading

2026-01-22

10,000x Faster: The Ultimate High-Performance Normal Integration Solution, with Code

Data Science / Quantitative Trading

2025-12-07

[AMM Quant Deep Dive 01] Understanding the Economic Essence of AMMs: From Impermanent Loss (IL) to Loss-Versus-Rebalancing (LVR)

Quantitative Trading

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