Hsiao Yen L.

As a Ph.D. Data Scientist specializing in quantitative finance, I build institutional-grade algorithmic trading systems designed for robustness, speed, and risk-adjusted returns. I don't just hand over a script; I deliver a battle-tested framework. How I Help Funds & Private Traders: ✅ Strategy Engineering: Translating complex mathematical concepts into executable code (Python, C#, Pine Script). ✅ Backtesting & Optimization: Leveraging QuantConnect (LEAN) to simulate strategies across multi-year datasets while accounting for slippage, fees, and market impact. ✅ Execution & Integration: Seamlessly connecting strategies to Interactive Brokers, Binance, or Alpaca for fully automated 24/7 trading. ✅ Risk Architecture: Developing custom modules for drawdown limits and position sizing to protect your capital. Core Expertise: - Platforms: QuantConnect, MetaTrader (MT4/5), TradingView (Pine Script), NinjaTrader. - Quant Stack: Time-series analysis, Arbitrage strategies, Mean Reversion, Sentiment Analysis, and HFT logic. - Machine Learning in Finance: Utilizing XGBoost and LSTMs for price prediction and regime detection.