Skip to content
View aLVINlEE9's full-sized avatar
💭
I may be slow to respond.
💭
I may be slow to respond.

Highlights

  • Pro

Block or report aLVINlEE9

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Please don't include any personal information such as legal names or email addresses. Maximum 100 characters, markdown supported. This note will be visible to only you.
Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse
aLVINlEE9/README.md

github stats

Alvin's wakatime stats

wakatime

Hits


Hi there 👋

I'm currently building the 'Void Trading System' for KRX, with plans to expand to multi-exchange support!

Current Projects

Void Trading System

Building an exchange-agnostic algorithmic trading system, starting with KRX.

Core Features:

  • Market data pipeline
  • High performance matching engine
  • Extensible feature generation pipeline
    • Market microstructure analytics
    • Custom feature development support
  • Extensible backtesting engine
  • Strategy development framework
  • Modular order management system (OMS)
  • Multi-exchange support ready architecture

Development Timeline:

Date Milestone
Feb 16 API Integration (KRX)
Feb 17 First Strategy Live
Mar 09 Historical Data Pipeline
Apr 06 Real-time Data Pipeline
Apr 20 Strategy Framework
May 11 Trading & OMS
Jun 01 System Integration
Jun 02 KRX Version Launch

Progress Tracker:

  • System Architecture (Exchange-agnostic)
  • KRX API Integration
  • First Strategy Implementation
  • Historical Data Pipeline
  • Real-time Pipeline
  • Strategy Framework
  • Trading & OMS
  • System Integration

Jane Street Market Prediction

Real-Time Market Data Forecasting Competition

  • High-frequency market data analysis
  • Real-time prediction models
  • Active competition participation

Past Projects

QSC Speaker (2024.05.11)

Topic: "AI Optimized HFT Platform Development Process"

  • Integrating AI Pipeline with Custom Matching Engine for High-Frequency Trading

Tears-Stream Project (2024.02 ~ 2024.05)

Market Making Strategy with Rust & RL

  • Matching engine implementation
  • RL-based market making agent
  • Feature generation pipeline
  • Full system in Rust

Pistar Lab (2024.03 ~ 2024.12)

Research and development in Reinforcement Learning for Trading

  • RL-based trading strategy development
  • Market microstructure analysis

Optiver Trading Competition (2023.09 ~ 2024.03)

Developed closing auction trading strategies models

  • Top 20% in "Trading at the Close" Competition

Google Machine Learning Boot Camp (2023.09 ~ 2023.12)

Completed intensive ML training program

  • Focus on practical ML applications

NH Investment & Securities Competition (2021.11)

Financial data analysis and strategy development

  • Award winner in Big Data Competition

Tech Stack

Python | C/C++ | Rust

Last Updated: January 8, 2025

Popular repositories Loading

  1. rust-rl-trader rust-rl-trader Public

    Rust 4

  2. AudioViz AudioViz Public

    Transform audio into visual stories using AI. Convert spoken content into auto-generated images with timestamps.

    Python 2

  3. Dacon Dacon Public

    1

  4. aLVINlEE9 aLVINlEE9 Public

  5. printf printf Public

    C

  6. get_next_line get_next_line Public

    C

314 contributions in the last year

Contribution Graph
Day of Week January February March April May June July August September October November December January
Sunday
Monday
Tuesday
Wednesday
Thursday
Friday
Saturday
Less
No contributions.
Low contributions.
Medium-low contributions.
Medium-high contributions.
High contributions.
More

Activity overview

Loading A graph representing aLVINlEE9's contributions from January 14, 2024 to January 19, 2025. The contributions are 92% commits, 6% issues, 2% pull requests, 0% code review.   Code review 6% Issues 2% Pull requests 92% Commits

Contribution activity

January 2025

Created 2 commits in 1 repository
Loading

Seeing something unexpected? Take a look at the GitHub profile guide.