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jhg-park-0304/README.md

Juhyeong Park

Quantitative trading systems builder — research → production. Korean, based in London.

Final-year BSc Computer Science with Management at King's College London (predicted 1st). Certified Investment Manager (KOFIA, 2025).

Currently

  • Building two trading systems end-to-end: a Korean equities mean-reversion engine (KOSPI + KOSDAQ, live on AWS) and a multi-coin Binance futures momentum engine (asyncio, live deployed).
  • Researching look-ahead bias control, walk-forward validation, and capacity analysis as defaults — not afterthoughts.
  • Open to quantitative trading / developer / researcher internships for 2026.

Featured Work

Repos are being polished and pushed in sequence. Each ships with reproducible backtests, methodology notes, and live results.

  • kr-equity-mean-reversion — Overnight gap mean-reversion across ~2,300 KR equities. Sharpe 3.96 IS / 3.51 OOS, 4-yr backtest, 15-mo OOS. Cross-ported to TSE.
  • crypto-momentum-engine — Event-driven multi-symbol engine on 80+ Binance USDT-M futures. PF 1.22 / Sharpe 1.81 IS, PF 1.15 / Sharpe 3.01 OOS.
  • quant-research-notes — Methodology writeups: bias control case studies, fee sensitivity, universe filtering effects.
  • football-betting-quant — Dixon-Coles bivariate Poisson with Kelly sizing across 1X2, AH, BTTS, props.
  • poker-bot — 6-max NLHE bot: rule-based pre-flop, MC equity, CFR post-flop. Self-play environment.
  • slides2shorts — Lecture-PDF → learning-cards PWA. Next.js 14, Supabase, Claude API.

Stack

Languages — Python, Java, SQL, C++ Quant — NumPy, Pandas, scikit-learn, statsmodels, PyTorch Trading infra — WebSocket, REST, asyncio, Parquet, SQLite, AWS Lightsail Tools — Git, pytest, Jupyter

Background

  • Special Forces — ROK Special Warfare Command (2022–24). Top 5 of 480 in intake. 4-star general's commendation.
  • Football — Former player; current Head Coach, Regent FC.

Contact

Last updated: May 2026.

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