jimmyshen

Systematic trader and quant researcher focused on crypto derivatives, based in Hong Kong. 

Over the past year I built my own research and execution stack from scratch: multi-venue L2 data pipeline (Polars, DuckDB, ClickHouse), event-driven backtester with deterministic replay, simulated matching, OMS and pre-trade risk. My main strategy, an intraday medium-frequency CTA on Binance/OKX perpetuals, has been live with my own capital for four months — frozen baseline 80.2% CAGR, 2.58 Sharpe, 8.96% MDD after fees, slippage and impact — and I reconcile research vs. live signals every week. Current research: order-book microstructure and short-horizon alpha on L2 event data, plus an automated factor-mining pipeline with IC/ICIR and multiple-testing gates. 

Before quant I spent several years in offensive and defensive security (penetration testing at Qihoo 360, blue-team lead for financial-sector clients in national cyber exercises, CISP-PTE). It shapes how I work: verify before concluding, log everything, treat every backtest as guilty until proven innocent. 

Stack: Python (pandas, Polars, scikit-learn, LightGBM, statsmodels), SQL, Linux, working C++. 

Currently an MSc student at The Hong Kong Polytechnic University with evening-only classes, so I'm available full-time during business hours. Looking for a quant researcher / quant trader / trading intern role at a crypto prop desk or market maker in Hong Kong, Singapore or remote (Asia hours). Validation reports and live records available on request.