03 / ABOUT
About me
I’m Jacob. I live in Chengdu.
Work, and life beyond it
I work in quantitative research and fund management. My alpha research spans low to high frequencies, with particular strength in mid- and high-frequency strategies. I also explore low- and mid-frequency factors, including those based on company fundamentals.
Outside of work, I enjoy hiking and spending time outdoors. Sometimes I take a fishing rod and spend a little time by the water. This website is a place for both my research interests and everyday life.
Building things, exploring technology
Alongside my day job, I build independent projects and enjoy exploring technology. I’m particularly interested in low-latency systems and high-frequency trading.
My development machine runs NixOS. I use flake.nix for everything I can, from development environments and toolchains to project dependencies, to keep my setup reproducible.
The little things
I share my home with a small Maltipoo, with soft, loosely wavy fur the color of light toffee. Walks and quiet time together are part of everyday life.
I enjoy a little whisky in the evening. Those ordinary, unhurried moments belong here, too.