01. projects
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
UPDATES
10:32AVAILQ3 2026 · OPEN TO REMOTE QR / AI ROLES · <24H REPLY·10:31SHIPv7.4 MOTION LAYER · SITE-WIDE · 8 PRIMITIVES·10:28PROJ15 PROJECTS · 9 QUANT · 6 AI · 2 LANES·10:25PAPERTSM-VT · +0.42% · σ 1.1 · WEEK 27·10:22READSTOCHASTIC CALCULUS · SHREVE CH.4 · ITÔ LEMMA·10:18BUILD76.5K LOC PYTHON · 31 GATES · ZERO ROLLBACKS·10:14GATEG31 · LOOKAHEAD AUDIT · 88% CATCH ON PHANTOM LEAK·10:09ALPHACOINTEGRATION PAIRS · 5Y HALF-LIFE · BLOCK-BOOTSTRAP·10:05STATUSDUTY · ONLINE · 24H REPLY · NDA-CLEAN·10:32AVAILQ3 2026 · OPEN TO REMOTE QR / AI ROLES · <24H REPLY·10:31SHIPv7.4 MOTION LAYER · SITE-WIDE · 8 PRIMITIVES·10:28PROJ15 PROJECTS · 9 QUANT · 6 AI · 2 LANES·10:25PAPERTSM-VT · +0.42% · σ 1.1 · WEEK 27·10:22READSTOCHASTIC CALCULUS · SHREVE CH.4 · ITÔ LEMMA·10:18BUILD76.5K LOC PYTHON · 31 GATES · ZERO ROLLBACKS·10:14GATEG31 · LOOKAHEAD AUDIT · 88% CATCH ON PHANTOM LEAK·10:09ALPHACOINTEGRATION PAIRS · 5Y HALF-LIFE · BLOCK-BOOTSTRAP·10:05STATUSDUTY · ONLINE · 24H REPLY · NDA-CLEAN·
METHOD
EVAL-FIRST·31 GATES · ZERO ROLLBACKSNDA-CLEAN·PUBLIC-DATA REPRODUCIBLEALPHA-DRIVEN·14 SIGNALS · 9 STRATEGIES · 1 METHODSENIOR·QUANT RESEARCHER · AI ENGINEERDETERMINISTIC·BUILD-SEEDED · NO RANDOM AT RENDEROPS-RESEARCH·MULTI-AGENT · EVAL-DRIVEN · NDA-CLEANMULTI-AGENT·11 AGENTS · 1 ORCHESTRATORSHIP-READY·GATES PASS · DEPLOY MIRROROPEN TO WORK·QR / AI · REMOTE · UTC+8PHILIPPINES·DIGOS CITY · DAVAO DEL SUREVAL-FIRST·31 GATES · ZERO ROLLBACKSNDA-CLEAN·PUBLIC-DATA REPRODUCIBLEALPHA-DRIVEN·14 SIGNALS · 9 STRATEGIES · 1 METHODSENIOR·QUANT RESEARCHER · AI ENGINEERDETERMINISTIC·BUILD-SEEDED · NO RANDOM AT RENDEROPS-RESEARCH·MULTI-AGENT · EVAL-DRIVEN · NDA-CLEANMULTI-AGENT·11 AGENTS · 1 ORCHESTRATORSHIP-READY·GATES PASS · DEPLOY MIRROROPEN TO WORK·QR / AI · REMOTE · UTC+8PHILIPPINES·DIGOS CITY · DAVAO DEL SUR
project updates · seeded from BUILD_DATE
EVAL-FIRST·31 GATES · ZERO ROLLBACKSNDA-CLEAN·PUBLIC-DATA REPRODUCIBLEALPHA-DRIVEN·14 SIGNALS · 9 STRATEGIESMULTI-AGENT·6 AI PROJECTS · 1 ORCHESTRATORCOINTEGRATION·PAIRS · 5Y HALF-LIFEVARIANCE RISK·PREMIUM HARVEST · DELTA-HEDGEDREGIME OVERLAY·VOL-TARGETED · DEFENSIVECRYPTO NATIVE·BTC · ETH · FUNDING-RATE CARRYLOOKAHEAD AUDIT·88% CATCH ON PHANTOM LEAKSHIP-READY·GATES PASS · DEPLOY MIRROR
EVAL-FIRST·31 GATES · ZERO ROLLBACKSNDA-CLEAN·PUBLIC-DATA REPRODUCIBLEALPHA-DRIVEN·14 SIGNALS · 9 STRATEGIESMULTI-AGENT·6 AI PROJECTS · 1 ORCHESTRATORCOINTEGRATION·PAIRS · 5Y HALF-LIFEVARIANCE RISK·PREMIUM HARVEST · DELTA-HEDGEDREGIME OVERLAY·VOL-TARGETED · DEFENSIVECRYPTO NATIVE·BTC · ETH · FUNDING-RATE CARRYLOOKAHEAD AUDIT·88% CATCH ON PHANTOM LEAKSHIP-READY·GATES PASS · DEPLOY MIRROR
project discipline · 10 anchor frames
Lane 1 · AI Engineer
Multi-agent LLM systems & 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 →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 →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 →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 →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 →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 →Quant#01
public-data reproducibleBest-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 reproducibleIS 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#03
public-data reproducibleVol-targeting lifts Sharpe 0.27 → 0.39 and halves max DD (−62% → −30%).
- Sharpe (raw)
- 0.27
- Sharpe (vol-targeted)
- 0.39
- Max DD (raw → targeted)
- −62% → −30%
Read more →Quant#04
public-data reproducibleImplied > realized 85% of 36 yrs; predicts returns, Newey-West t = +6.5.
- Years VRP > 0
- 85%
- of 36 yrs
- Newey-West t-stat
- +6.5
- HAC-consistent
- Sample window
- 1990 - 2025
Read more →Quant#05
public-data reproducibleADF −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 reproducibleFunding +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 reproducibleVol-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 reproducibleHigh-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 →Quant#09
public-data reproducibleA leak inflates Sharpe 0.59 → 5.07; the shift test exposes it as 88% phantom.
- Clean Sharpe
- 0.59
- Leaked Sharpe
- 5.07
- Phantom % detected
- 88%
- of the inflated Sharpe is leakage
Read more →