Portfolio

15 projects. Two lanes.

Metrics real. Methods documented. Code on disk.

Every metric is real, every method is documented, every line of code is on disk. Filter by lane to focus on the role you're hiring for.

15projects shipped
6AI engineer projects
9quant research projects
15open-source repos
10:32AVAILQ3 2026 · OPEN TO REMOTE QR / AI ROLES · <24H REPLY10:31SHIPv7.4 MOTION LAYER · SITE-WIDE · 8 PRIMITIVES10:28PROJ15 PROJECTS · 9 QUANT · 6 AI · 2 LANES10:25PAPERTSM-VT · +0.42% · σ 1.1 · WEEK 2710:22READSTOCHASTIC CALCULUS · SHREVE CH.4 · ITÔ LEMMA10:18BUILD76.5K LOC PYTHON · 31 GATES · ZERO ROLLBACKS10:14GATEG31 · LOOKAHEAD AUDIT · 88% CATCH ON PHANTOM LEAK10:09ALPHACOINTEGRATION PAIRS · 5Y HALF-LIFE · BLOCK-BOOTSTRAP10:05STATUSDUTY · ONLINE · 24H REPLY · NDA-CLEAN10:32AVAILQ3 2026 · OPEN TO REMOTE QR / AI ROLES · <24H REPLY10:31SHIPv7.4 MOTION LAYER · SITE-WIDE · 8 PRIMITIVES10:28PROJ15 PROJECTS · 9 QUANT · 6 AI · 2 LANES10:25PAPERTSM-VT · +0.42% · σ 1.1 · WEEK 2710:22READSTOCHASTIC CALCULUS · SHREVE CH.4 · ITÔ LEMMA10:18BUILD76.5K LOC PYTHON · 31 GATES · ZERO ROLLBACKS10:14GATEG31 · LOOKAHEAD AUDIT · 88% CATCH ON PHANTOM LEAK10:09ALPHACOINTEGRATION PAIRS · 5Y HALF-LIFE · BLOCK-BOOTSTRAP10:05STATUSDUTY · ONLINE · 24H REPLY · NDA-CLEAN
EVAL-FIRST31 GATES · ZERO ROLLBACKSNDA-CLEANPUBLIC-DATA REPRODUCIBLEALPHA-DRIVEN14 SIGNALS · 9 STRATEGIES · 1 METHODSENIORQUANT RESEARCHER · AI ENGINEERDETERMINISTICBUILD-SEEDED · NO RANDOM AT RENDEROPS-RESEARCHMULTI-AGENT · EVAL-DRIVEN · NDA-CLEANMULTI-AGENT11 AGENTS · 1 ORCHESTRATORSHIP-READYGATES PASS · DEPLOY MIRROROPEN TO WORKQR / AI · REMOTE · UTC+8PHILIPPINESDIGOS CITY · DAVAO DEL SUREVAL-FIRST31 GATES · ZERO ROLLBACKSNDA-CLEANPUBLIC-DATA REPRODUCIBLEALPHA-DRIVEN14 SIGNALS · 9 STRATEGIES · 1 METHODSENIORQUANT RESEARCHER · AI ENGINEERDETERMINISTICBUILD-SEEDED · NO RANDOM AT RENDEROPS-RESEARCHMULTI-AGENT · EVAL-DRIVEN · NDA-CLEANMULTI-AGENT11 AGENTS · 1 ORCHESTRATORSHIP-READYGATES PASS · DEPLOY MIRROROPEN TO WORKQR / AI · REMOTE · UTC+8PHILIPPINESDIGOS CITY · DAVAO DEL SUR
EVAL-FIRST31 GATES · ZERO ROLLBACKSNDA-CLEANPUBLIC-DATA REPRODUCIBLEALPHA-DRIVEN14 SIGNALS · 9 STRATEGIESMULTI-AGENT6 AI PROJECTS · 1 ORCHESTRATORCOINTEGRATIONPAIRS · 5Y HALF-LIFEVARIANCE RISKPREMIUM HARVEST · DELTA-HEDGEDREGIME OVERLAYVOL-TARGETED · DEFENSIVECRYPTO NATIVEBTC · ETH · FUNDING-RATE CARRYLOOKAHEAD AUDIT88% CATCH ON PHANTOM LEAKSHIP-READYGATES PASS · DEPLOY MIRROR

Lane 1 · AI Engineer

Multi-agent LLM systems & eval

AI#01
open source

RAG Recall Eval

RAG service that proves its own retrieval : recall@3 = 0.886, MRR@3 = 0.805 with offline stdlib TF-IDF retriever.

recall@3
0.886
over 35 labeled Q's
MRR@3
0.805
Mean faithfulness
1.00
Read more
AI#02
open source

Tool-Call Agent

ReAct-style tool-calling agent with OTel traces, fault injection, and 100% tool/arg correctness.

Tool / arg correctness
100%
Injected faults recovered
6 / 6
Loops without bound
0
Read more
AI#03
open source

LLM-as-Judge Harness

LLM-as-judge pipeline validated against human raters : Cohen's κ = 0.58 with bootstrap CI and position-bias measured.

Cohen's κ (vs human)
0.58
moderate agreement
Pass rate
0.60 ± 0.02
95% bootstrap CI
Position bias
17%
lower = better; flip-sensitive
Read more
AI#04
open source

Eval MCP Server

MCP server exposing the slop-evaluation gate over Tools, Resources, and Prompts : 20/20 conformance, 100% round-trip parity.

MCP conformance
20 / 20
across all 3 primitives
Round-trip parity
100%
Primitives exposed
3 / 3
Tools · Resources · Prompts
Read more
AI#05
open source

Reflect-Revise Loop

Reflection-loop agent : mean SLOP 127.5 → 14.0 across drafts, 3/4 improved, 1/4 honest no-progress halt.

Mean SLOP score
127.5 → 14.0
across drafts
Drafts improved
3 / 4
Honest no-progress halts
1 / 4
shipped original
Read more
AI#06
open source

Slop Scanner

13-metric literature-grounded AI-output quality gate : drove a real draft from HEAVY (81) to CLEAN (3).

Real-draft improvement
81 → 3
HEAVY → CLEAN
Metrics
13
External dependencies
0
Read more

Lane 2 · Quantitative Researcher

Systematic strategies & statistical validation

Quant#01
public-data reproducible

Multiple Testing & the Deflated Sharpe Ratio

Best-of-160 BTC rule: IS Sharpe 1.14 is only 1.24× the pure-noise expectation : DSR = 0.70 (fail).

Best-of-160 in-sample Sharpe
1.14
Pure-noise expectation
0.92
Deflated Sharpe Ratio
0.70
fails the multiple-testing adjustment
Read more
Quant#02
public-data reproducible

Cross-Sectional Momentum (18 coins)

IS Sharpe 0.91 → OOS −0.03 : an honest decay; bootstrap CI straddles zero.

In-sample Sharpe
0.91
Out-of-sample Sharpe
−0.03
honest decay
OOS 95% CI
straddles 0
cannot reject the null
Read more
Quant#05
public-data reproducible

Pairs Trading via Cointegration (BTC / ETH)

ADF −2.11 (not cointegrated), half-life 208 d : the fade loses, as the test predicts.

ADF test statistic
−2.11
fail to reject unit root at 5%
Half-life (estimated)
208 days
OOS Sharpe (fade)
≈ 0
as the test predicted
Read more
Quant#06
public-data reproducible

Crypto Funding-Carry

Funding +11.9% annualized premium; fade IS 1.11 → OOS −0.05 (decayed post-2023).

Annualized funding
+11.9%
BTC perp, ~30-day centered mean
Fade IS Sharpe
1.11
Fade OOS Sharpe
−0.05
decay post-2023
Read more
Quant#07
public-data reproducible

Macro / Volatility-Regime Overlay

Vol-managed exposure: Sharpe 0.64 → 0.67, max DD −58% → −42%.

Sharpe (base)
0.64
Sharpe (regime overlay)
0.67
Max DD (base → overlay)
−58% → −42%
Read more
Quant#08
public-data reproducible

Backtest Engine + Cost Model

High-turnover signal wins gross (0.20 > 0.13) but loses net of cost : break-even 20 bps.

Sharpe (gross)
0.20
Sharpe (net, realistic)
< 0
loses after cost
Break-even cost
~20 bps / RT
Read more