Skip to content
View ctt062's full-sized avatar
🏠
Working from home
🏠
Working from home
21 followers · 32 following

Achievements

Achievement: QuickdrawAchievement: Pair ExtraordinaireAchievement: Public SponsorAchievement: Pull Shark

Achievements

Achievement: QuickdrawAchievement: Pair ExtraordinaireAchievement: Public SponsorAchievement: Pull Shark

Block or report ctt062

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Maximum 250 characters. Please don’t include any personal information such as legal names or email addresses. Markdown is supported. This note will only be visible to you.
Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse
ctt062/README.md

👋 Hi, I'm Douglas Chong

A snapshot of what I've been building

Financial Engineering Student · Quantitative Research Enthusiast · Developer

I'm a fresh graduate Financial Engineering student at HKUST interested in using mathematics, statistics, and programming to understand financial markets.

🌱 Currently Exploring

  • 📈 Quantitative research and quantitative trading
  • 📊 Statistical modelling and time-series analysis
  • 🤖 Machine learning and AI for financial applications
  • 💻 Data-driven software projects

🔗 Find Me Online

 GitHub Stats
Contribution Graph
Top Languages by Repo Productive Time (HKT)

Thanks for visiting! Feel free to connect or discuss quantitative finance, AI, and interesting projects.

Pinned Loading

  1. CttQuantLab/Deep-Reinforcement-Learning-for-Portfolio-Optimisation CttQuantLab/Deep-Reinforcement-Learning-for-Portfolio-Optimisation Public

    Deep reinforcement learning for portfolio optimisation with risk controls (DDPG/PPO). HKUST IEDA4000F research codebase.

    Python 3 1

  2. CttQuantLab/Kalman-Filter-Based-Statistical-Arbitrage-A-Dynamic-Pairs-Trading-Strategy CttQuantLab/Kalman-Filter-Based-Statistical-Arbitrage-A-Dynamic-Pairs-Trading-Strategy Public

    Kalman filter statistical arbitrage and dynamic pairs trading on cointegrated equities. HKUST IEDA3180 research codebase.

    Python

  3. CttQuantLab/Quantifying-VIX-Tail-Risk CttQuantLab/Quantifying-VIX-Tail-Risk Public

    GARCH and Compound Poisson models for VIX tail-risk quantification (HKUST IEDA4000E)

    Jupyter Notebook

  4. agent-dashboard agent-dashboard Public

    Local Agent Deck: AI agent usage, Mac metrics, GitHub contributions

    TypeScript 1