Chan Inthisone
Web Developer Transitioning to Quant Systems
I'm Chan — a Web Developer and Software Developer with 20+ years of experience, now transitioning into quantitative systems and data engineering.
Over the last year, I've shifted focus from building client-facing websites to developing internal tools, data pipelines, and algorithmic research systems. I've built plugins, automated workflows, connected APIs, and most recently developed a full-stack quant research system from ingestion through live trading execution.
Recent Work Highlights
Over the past year, I built a full-stack quant research system from scratch — from multi-source ingestion and feature engineering to signal modeling, backtesting, and live execution via broker APIs.
- Built volatility regime detection models with Prophet and clustering
- Created LSTM models for yield curve prediction
- Automated research workflows with Prefect and AWS
- Integrated live trading with Alpaca and IBKR APIs
Technologies & Skills
Quant & ML
Systems & Infra
Execution & Backtest
Notebooks & Viz
What I'm Exploring
Volatility Modeling
Exploring regime clustering and forecasting techniques for market volatility.
Realistic Backtesting
Implementing strategies with realistic market constraints and execution modeling.
Event-Driven Execution
Building API-based trading flows with robust error handling and state management.
Scalable Infrastructure
Designing systems that scale across research and production environments.
Integrating LLMs & AI in Quant Development
Exploring how large language models and AI can be integrated into quant research and trading systems—experimenting with novel workflows, automation, and innovative strategies to disrupt traditional finance.
Currently Reading
Options, Futures, and Other Derivatives
John C. Hull
Classic reference for derivatives, risk management, and financial engineering.
Quantitative Trading
Ernest Chan
Gentle intro to quant concepts, strategy types, and backtesting.