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nsmanju/README.md

Systematic Quant | Python + C++ | Building for HK Prop

I build low-latency systematic trading systems end-to-end: research -> backtest -> O(1) C++ engine.

Current Stack: Research: Python (pandas, statsmodels, cointegration, OU process) Execution: C++ (O(1) cache, 35M checks/sec deterministic) Focus: Funding arbitrage, stat-arb alpha factory, walk-forward Sharpe 1.5

Repos:

crypto-funding-arb-engine [C++, 35M/sec O(1) scan] stat-arb-alpha-factory [WIP - 10 factors + Engle-Granger + Sharpe] What I optimize for: Sharpe, not just PnL. Low turnover, low drawdown, deterministic latency.

Open to: HK quant contract / remote systematic research roles. Can ship factor -> live paper in 1 week.

📍 Hong Kong | DM on LinkedIn

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