TL TITAN LI
OVERVIEW

Quantitative Engineering × Discretionary Trading

Bridging quantitative analysis with market intuition across equities, options, and alternative assets. Systematic execution, risk modeling, and Python/SQL infrastructure applied to catalyst-driven trade selection and portfolio construction.

EQUITIES OPTIONS RISK MGMT CATALYST-DRIVEN QUANT
3
TRADE LOGS
3
RESEARCH NOTES
3
QUANT PROJECTS
5
ASSET CLASSES
TRADE PROCESS
01 SETUP 02 TRIGGER 03 RISK 04 EXIT 05 REVIEW
STACK
Bloomberg Python SQL Excel R Pandas NumPy CVXPY
TRADING LOGS
Documented setups · Timestamps omitted
ID TRADE CATALYST RETURN HOLD TYPE
RESEARCH & MARKET NOTES
Thematic research, commentary, tactical insights
QUANT INFRASTRUCTURE & TOOLS
Analytics supporting systematic workflow
TL-PRJ-001
PythonNumPyPandasScipy

Volatility & Risk Analytics Toolkit

  • ARCH/GARCH volatility forecasting w/ out-of-sample backtesting
  • Real-time correlation matrix → regime shift detection
  • VaR, CVaR, stress testing dashboards
  • Greeks tracking & delta-hedging optimization
TL-PRJ-002
PythonSQLPandasAPI

Event Study & Earnings Framework

  • Automated earnings calendar w/ catalyst prioritization
  • Historical earnings reaction DB (gaps, IV crush, drift)
  • Pre/post-earnings statistical analysis
  • Systematic post-trade review template
TL-PRJ-003
PythonCVXPYNumPySklearn

Portfolio Construction & Optimization

  • Mean-variance optimization w/ robust covariance
  • Factor exposure analysis (Fama-French, momentum)
  • Constraint-based portfolio construction
  • Transaction cost modeling & rebalancing algos
ABOUT
EDUCATION
MSc Business Analytics — Ivey Business School, Western University (2025–2027 Expected)
BSc Computer Science — Western University — GPA 3.7/4.0 (3.9 Senior Year)
Ivey MSc Excellence Award ($10,000) · Western Scholarship of Distinction · Dean's Honor List
EXPERIENCE
Glaucus Capital — Personal Trading Portfolio (2021–Present)
Pacific Securities — Equity Research, Automotive (Summer 2023)
Expara Ventures — Investment Analyst (Spring 2024)
MiraclePlus (fmr. YC China) — Lead Investment Analyst, Web3 (Spring 2023)
JD Group — CVC Investment Intern, Fintech (Summer 2022)
FOCUS
Markets, investing, and the systems behind them. This portfolio covers trading execution, market structure research, portfolio construction, and perspectives on asset classes from equities to alternatives — a demonstration of analytical rigor, risk discipline, and independent thinking.
CONTACT
Open to finance, investment, and analytics opportunities