About Me
Passionate about 3 ‘M’s - Markets, Money, and Math.
Currently a MSc in Financial Engineering Candidate at the National University of Singapore, which I enrolled just back in Aug 2025 to pursue my personal interests at a higher level. However, we all know learning can’t just be about sitting in a lecture theatre or drowning in papers and books. So the goal really is to put into practice knowledge that i gain through reading and through my education.
Here, I intend to write about quantitative trading research, with a focus on ideas that are academically grounded but realistically implementable by a retail trader. It is basically a working journal where I document my projects and thoughts about markets and test ideas.
What I Write About
Main areas of interest:
-
Volatility Analysis
Opportunities to exploit, signal construction, and option-based strategies. -
Options & derivatives
Short-dated options, delta/vega risk, and realistic risk management. -
Quant research & backtesting
Translating theory into code, with attention to bias, assumptions, and failure modes. -
Retail constraints
Position sizing, transaction costs, and margin.
I hope to extend my projects into:
- Cryptocurrency
- eFX
I try to be explicit about limitations, risks, and assumptions, not just results.
Background
Education
I come from a quantitative background, with the following education:
- BSc(Hons) in Theoretical Physics, University of Edinburgh
- MPhil in Technology Policy, University of Cambridge
- (Ongoing) MSc in Financial Engineering, National University of Singapore
Programming
My main programming language is Python, although I do hope to enhance my C++ skills. Most of my programming skills are self-taught, where I invested much of my time in online courses and personal projects that I have implemented at my workplace. I continue to refine and upgrade my skills through projects and studying others’ codes.
Elsewhere
- GitHub: https://github.com/sljy1995
- Email: stephliew95@gmail.com
- LinkedIn: https://www.linkedin.com/in/stephliewjy/
All content here is for research and educational purposes only, not financial advice.