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Quant Finance Projects

Market Data Ingestion and Lakehouse

  • Context: Diverse vendor feeds with varying SLAs.
  • Approach: Stream + batch ingestion, schema registry, Delta/Iceberg tables, late data handling.
  • Outcome: Reliable, queryable history; cheaper backfills and faster research.

Signal Research Toolkit

  • Context: Fragmented research workflows.
  • Approach: Standardized factor library, cross-sectional testing, risk model integration.
  • Outcome: Reproducible studies; faster iteration.