Hello, I'm Thomas
I'm passionate about using math and ML to decode how markets work — and building systems that profit from it, live.
About Me
I'm Thomas, a Math (Statistics) & Computer Science student at Arizona State University, graduating Dec 2027. Currently Head of Operations at DevilQuant.
I've built options trading systems at Meriti (Sharpe 2.2), constructed momentum strategies at Icarus Fund (Sharpe 2.0), and competed in trading competitions across the US. I'm always looking for the next challenge to solve.
Originally from Hong Kong and now based in Arizona. I enjoy sushi, Korean BBQ, going to the gym, and gaming with friends.
My Journey
Research AssistantFeb 2026 – Present
London School of Economics — Prof. Keyu Jin
Remote
Automated 40hrs/week of policy analysis by building an LLM-based system extracting 25 economic/trade signals weekly for senior leadership.
Machine Learning Engineer InternSep – Dec 2025
Meriti Inc
New York (Remote)
Built end-to-end intraday options trading system and live traded Iron Condor strategy on paper, achieving Sharpe 2.2.
Quantitative Analyst InternJun – Aug 2025
Icarus Fund LLC
New York (Remote)
Constructed delta-neutral momentum portfolio on cross-sectional options dataset, reaching Sharpe 2.0 with IV skew and transaction cost robustness checks.
ML Research AssistantJul – Dec 2025
ASU Data Mining & Machine Learning Lab — Prof. Huan Liu
Tempe, AZ
Co-authored a peer-reviewed paper on deep learning and NLP for education research. Read paper
Selected Projects
Portfolio Construction & Optimization
QuantWalk-forward backtest of 7 optimization methods across 17 multi-asset ETFs. Replicates DeMiguel et al. (2009), implements Bayesian covariance estimation, and builds an adaptive switching rule.
PythonCVXPYSciPypandas
Cross-Asset Regime MomentumQuant
Regime-switching momentum strategy across asset classes with adaptive signal model.
Pythonpandasstatsmodels
Real-Time Option Analytics DashboardQuant
Live options pricing and Greeks visualization with real-time market data feeds.
PythonStreamlitBlack-Scholes
Market Making Exchange SimulationQuant
Full limit order book exchange simulator with market making algorithm and position management.
PythonOOPLOB
Predictive Analyst Revision EngineNLP
Cross-lingual NLP tool detecting outdated assumptions in sell-side research. Identified Tesla COGS divergence 23 days before major revisions.
Built for the Bridgewater Associates AI Innovation Hackathon 2026.
Built for the Bridgewater Associates AI Innovation Hackathon 2026.
PythonNLPCross-LingualEarnings Analysis
Competitions
IMC Trading Prosperity 3 Trading ChallengeTop 0.6%
76th out of 13,614 teams globally (24th in the US). Built market-making algorithm with filtered midprice estimation and 3-leg ETF stat arb engine.
Georgia Tech Trading Competition2nd Place Auction Round
Competed across market making, auction strategy, and card trading games.
Technical Skills
Programming
PythonSQLC++/C#JavaScriptRRustFrameworks / Libraries
scikit-learnTensorFlowPyTorchJaxNumPypandasSeabornFastAPIReact.jsNode.jsTools
DockerKubernetesLinuxShell ScriptingAWS EC2MLflowKerasTableauExcelMongoDBDatabricksQuantitative Finance
Options PricingStatistical ArbitragePortfolio OptimizationMarket MakingBacktestingDigital Garden
Things I enjoy outside of building trading systems.
Languages I Speak
Get in Touch
Let's collaborate or just chat about quantitative finance, trading, or anything else.
Location
Arizona, US
Currently open to research, trading competitions, and interesting conversations.