Driven by vision. Defined by persistence.
B.S. in Automotive EngineeringKookmin University, Senior
A production quantitative trading system for Korean equities. Automated pipeline handles data collection, signal generation, order execution, and real-time position monitoring — running live on KOSPI/KOSDAQ through a custom terminal interface.
Fully automated pipeline: data collection → signal generation → order execution → position monitoring.
Aggregates OHLCV prices, investor flow data (individual / foreign / institutional), macroeconomic indicators, and corporate fundamentals across all KOSPI/KOSDAQ tickers into PostgreSQL.
Multi-factor scoring engine combining technical, flow, and macro analysis. HMM regime detection gates signals based on market conditions. ML model adds probability-based filtering for conviction ranking.
Background worker reads cached signals and executes through KIS broker API with price guard validation, balance checks, and deduplication logic. Retry mechanism handles transient failures.
Real-time monitoring loop checks all open positions against a multi-layer exit strategy — stop loss, profit targets, trailing stops, and time-based exits. Daily reconciliation verifies system state against broker records.
The entire system is operated through a custom Textual TUI — real-time market data, signal detection, portfolio tracking, and manual trading override, all in one terminal window.
Real equity curve from live trading. Updated daily after market close.
Under Revision
Strategy is being refined. Live performance will return soon.
Market microstructure research, PostgreSQL schema design, multi-source data collection pipeline, KIS API integration with mock/real trading support.
8-year backtesting framework, multi-factor scoring model development and validation, HMM regime detection, ML probability model training.
Automated execution pipeline, 15-second position monitoring, Textual terminal UI, risk management layer, daily reconciliation system.
Running live on KOSPI/KOSDAQ with real capital. Continuous performance tracking, strategy refinement, and system hardening.