Thomas Tse
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Projects
Selected work across quantitative finance, machine learning, and systems.
All
Quant
ML
Research
Cross-Asset Regime Momentum
Quant
Regime-switching momentum strategy across asset classes with adaptive signal model.
Python
pandas
statsmodels
Real-Time Option Analytics Dashboard
Quant
Live options pricing engine with Greeks visualization and real-time market data.
Python
Streamlit
Black-Scholes
Market Making Exchange Simulation
Quant
Full limit order book exchange simulator with market making algorithm and adaptive position-clearing.
Python
OOP
LOB
NLP Statistical Arbitrage
Quant
Applied NLP to 10-K filings to find business-similar peers. Risk-controlled long/short framework using Barra risk model. $175k capital.
Python
NLP
Barra
scikit-learn
Predictive Analyst Revision Engine
ML
NLP-driven system for predicting analyst earnings revisions from financial text data.
Python
NLP
scikit-learn
Applied Linear Algebra — Honors Project
Research
Honors research project applying linear algebra techniques to quantitative problems.
Python
NumPy
Linear Algebra
Portfolio Construction & Optimization
Coming Soon
MPT, risk budgeting, Black-Litterman with shrinkage, and Monte Carlo simulation.