sontungnguyen

I am a quantitative researcher with a strong foundation in mathematics, physics, and data-driven modeling, specializing in systematic trading strategy development across crypto and equity markets.

My experience includes designing multi-asset alpha strategies, building modular backtesting frameworks, and applying machine learning and deep learning techniques such as CNNs, Transformers, and reinforcement learning for portfolio optimization and return prediction. I have developed and contributed cross-sectional equity alphas, as well as futures trading strategies, achieving strong risk-adjusted performance across multiple experimental portfolios.

I am passionate about extracting market signals through statistical analysis, feature engineering, and robust validation pipelines, with a focus on signal stability, portfolio construction, and execution-aware strategy design.

Currently seeking Quantitative Researcher roles where I can contribute to alpha generation, systematic portfolio development, and data-driven market research.