About / Resume
Futures trader and quantitative researcher. My work connects financial econometrics, market microstructure, and systematic research.
Background
I approach markets as a trader first. I use financial econometrics, reproducible research, and systems engineering to test hypotheses, measure risk, and make trading decisions more explicit.
My current work focuses on BTC market microstructure and low-latency market-data systems. Earlier work independently confirmed short-horizon BTC risk information and separately tested its policy translation. Forecast information survived; the preregistered policy-utility claim did not.
My focus is trading, quantitative research, market microstructure, and execution systems.
University of Copenhagen
Financial econometrics, time-series analysis, empirical asset pricing, volatility modeling, and systematic strategy research.
The academic foundation informs how I define a question, align information in time, compare alternatives, and communicate uncertainty.
University of California, San Diego
Quantitative Economics & Econometrics
Selected research
Each study keeps its own assessment context, evidence class, and limitations.
Context adds short-horizon BTC risk information beyond historical volatility persistence: H+C improves both primary losses against HAR-basis on the frozen independent assessment.
Risk information, not directional alpha, a trading signal, sizing approval or execution authority.
Inspect independent risk forecastMSc thesis
The thesis compares an EGARCH participation gate and exposure-scaling bundle in a long-only intraday breakout framework. The revised interpretation is retrospective development evidence, without separately identifying the gate, scaling or asymmetry effect.
Full-sample volatility ranks use future observations; development exposure, source provenance and execution accounting limit the reported backtests. The revision is not a fresh empirical replication.
Inspect futures volatility thesisI built and compared a raw-return benchmark, a volatility-normalized model and a dual-head ensemble. Both extensions produced positive gross results; RAW remains the fixed reference while incremental value is assessed against predefined statistical criteria.
Hypothetical, zero-friction historical development results. Paired comparisons did not establish a sufficiently consistent upgrade; neither extension has been promoted. No net executable-return or live-account claim.
Inspect r15 btc researchMethods and systems
Data contracts, point-in-time information, deterministic replay, immutable artifacts, content hashing, frozen comparisons, and reproducible experiments.
Ablation, placebo tests, cost stress, bootstrap analysis, and walk-forward evaluation challenge the result. Historical selection and prospective observation keep separate boundaries.
AI tools support implementation and review. Research claims remain tied to explicit tests, evidence, and human responsibility.
Certified Investment Manager
KOFIA / Korea
Contact
I am interested in trading and quantitative roles where market judgment, research, and systems work meet.