Hi, I'm James Guan
I enjoy building software, analyzing financial data and developing quantitative models with a focus on algorithmic trading and quantitative finance.
My Skills
Here are some of the technical skills and domains I specialize in.
Data Science
- Machine Learning
- Deep Learning
- Time Series Analysis
- Statistical Modeling
- NLP
- Feature Engineering
- Data Visualization
Quantitative Finance
- Algorithmic Trading
- Financial Derivatives
- Risk Management
- Statistical Arbitrage
- Options Pricing
- Backtesting
Programming & Tools
- C++
- Python
- R
- SQL
- NoSQL
- MATLAB
- Git
- Cloud Computing
- Docker
Mathematics
- Stochastic Calculus
- Computational Statistics
- Linear Algebra
- Operation Research
- Optimization
My Projects
Here are some of my key projects in quantitative finance, mathematics, and data science.
Oculus Trading & Backtesting Framework
Developed a modular and extensible Python framework for quantitative trading strategy development, backtesting, and research. The system is designed to support strategy optimization and integration with various data sources and execution modules.
Stoculus: Real-Time Financial Data Server
Developed a Python-based server that provides APIs for accessing real-time and historical financial market data, focusing on equities and options. The system supports data ingestion, processing, and streaming functionalities.
Experience
My professional journey in quantitative finance, mathematics, and data science.
Data Analyst Intern
PAVUS AI
- •Designed and automated data visualization and analysis pipelines for product cost analysis, improving efficiency by 5x
- •Applied LLM techniques to process, classify and organize product data, enhancing data quality
Data Analyst Intern
PAVUS AI
- •Designed and automated data visualization and analysis pipelines for product cost analysis, improving efficiency by 5x
- •Applied LLM techniques to process, classify and organize product data, enhancing data quality
Quantitative Researcher/Developer
SIMO Capital Holding, LLC
- •Developed ML models using KL divergence and time-series analysis for multi-asset derivative trading predictions
- •Built high-frequency trading platform with optimized volatility calculations and real-time data pipelines
Quantitative Researcher/Developer
SIMO Capital Holding, LLC
- •Developed ML models using KL divergence and time-series analysis for multi-asset derivative trading predictions
- •Built high-frequency trading platform with optimized volatility calculations and real-time data pipelines
M.S. in Mathematics in Finance
New York University
- •Specialized in financial data science, ML, and computational methods for market analysis
- •Developed quantitative models using stochastic calculus and scientific computing
M.S. in Mathematics in Finance
New York University
- •Specialized in financial data science, ML, and computational methods for market analysis
- •Developed quantitative models using stochastic calculus and scientific computing
B.S. in Mathematics and Data Science
Rose-Hulman Institute of Technology
- •Gained a strong foundation in mathematical modeling, statistics, and software development
- •Developed skills in data analysis, machine learning, and scientific computing
B.S. in Mathematics and Data Science
Rose-Hulman Institute of Technology
- •Gained a strong foundation in mathematical modeling, statistics, and software development
- •Developed skills in data analysis, machine learning, and scientific computing
Get In Touch
Have a project in mind or want to discuss potential opportunities? Feel free to reach out!