A PERSONAL JOURNAL
Hi, I’m Jacob.
I’m a quant researcher, fund manager, and independent developer in Chengdu. I research alpha across frequencies, with particular strength in mid- and high-frequency strategies. I enjoy low-latency systems and high-frequency trading, develop on NixOS, and manage everything I can with flake.nix. I also love hiking and spending time outdoors.
Chengdu, China
01 / RESEARCH & CURIOSITY
Research interests
My alpha research spans low to high frequencies, with particular strength in mid- and high-frequency strategies. I’m interested in both the signals and the systems that put them to work.
A few directions I like to explore
Low latency & high-frequency tradingFollowing the path from a market event to a response.
I’m interested in the engineering behind fast systems: where time is spent, what makes latency unpredictable, and how to measure changes fairly.
- Where does the time go along the data path?
- What happens in the slow cases, beyond the average?
- How can an experiment be repeated and compared?
LATENCY · MEASUREMENT · SYSTEMS
Low- and mid-frequency factor researchExploring alpha through company fundamentals.
I explore fundamental factors such as valuation, earnings quality, cash flow, and growth, with an emphasis on economic intuition, when information becomes available, and behavior across market conditions.
- How can financial statements inform economically meaningful factors?
- How do disclosure dates determine which information was available at the time?
- How robust are factors across market conditions and holding periods?
FUNDAMENTALS · FACTORS · ALPHA
Independent developmentTurning a practical need into something useful.
Alongside research, I enjoy building things myself. Small tools are a way to explore a technology and solve a problem at the same time.
- What is the smallest useful version of an idea?
- Which repeated steps could a tool take care of?
- How can it stay understandable as it grows?
TOOLS · EXPERIMENTS · ITERATION
02 / SELECTED PROJECTS
Open-source projects
Public projects from my work with data, tools, and reproducible environments.
03 / MY WORKBENCH
Development environment
My development machine runs NixOS. I use flake.nix to keep project tools, dependencies, and build steps together, with versions recorded in flake.lock.
THE EVERYDAY ROUTINE
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nix develop - Enter the project’s development environment.
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nix build - Build with the project’s declared dependencies.
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nix flake check - Run the checks defined alongside the project.
This website is built the same way, from its development shell to its deployment container.
Explore my Nix packagesWRITING
Recent writing
Collie + Herdr + Tailscale: Manage your development agents from your phone
Keep agents on your development machine and take over from your phone. Four steps for initial setup, a web app for daily use, and a one-time NixOS configuration.
AI Infra: Improving research efficiency with LLM-friendly infrastructure
As models take on longer research tasks, computation, validation, and accumulated experience need to work together to turn stronger capabilities into more efficient research.