- Hobby: BTC Real Time IV Curve Construction & Visualization
A simple tool to get the BTC implied volatility (IV) data from deribit exchange using JSON-RPC over Websocket. Calculate and visualize the quadratic equation for the IV curves.
Tech Stack: Python, Numpy, Websocket, Cryptocurrency
- Cloud based Media(OTT) Endpoints Monitor
An on-demand 24x7 cloud service for media monitoring. It is an auto-scaling service based on loading, scale-to-zero is supported to achieve low maintainance cost. Incidents are reported to SRE through pager duty when compliance check (eg: availability, synchronization, or latency etc.) failed.
Tech Stack: VueJS, NodeJS (Typescript), Golang, Okta, GraphQL, Azure Cloud Services (eg: Cosmos DB, Function, Log Analytics and Container Instance etc.), PagerDuty, Distributed System, Auto Scaling, OTT, Security
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MSc(CompSc) Dissertation: Trading Strategy of Strategies
Constructed a composite timeseries neural network (Bi-LSTM + BERT) to predict future price change in forex market using arbitrary factors (technical indicators) selected by Random Forest Algorithm. Preprocessed more than 100 GB 10+ years ticks data for 4 currency pairs (USD/JPY, USD/CAD, EUR/USD, AUD/USD). Generated more than 1.5 TB of features in different timeframes for features selection and timeseries prediction.
Tech Stack: Python, Keras, Scikit-Learn, Pandas, Numpy, Talib -
Hobby: Audio Captcha Solver with Neural Network
A NN model for recovering audio captcha to text (99% Accuracy after 100 epoch). Deployed to GCP Cloud Functions & AWS Lambda for scalability
Tech Stack: Audio Processing, Tensorflow, Python, NodeJS, GCP Cloud Functions, AWS Lambda, RestAPI
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Open Source: A Remote Desktop Application For Managing Machines Via Web Browser
An award-winning util for accessing machines across different networks via web portal, just like a remote desktop application but on browser! This util has been widely adopted in different internal projects for CI maintainance.
Tech Stack: Golang, VueJS, Networking (Proxy), SSH Tunnel, VNC, RestAPI, TCP/IP -
MSc(CompSc) Project: Genetic Algorithm for Optimizing Sharpe Ratio
A simple GA implementation written in VBA running on MS Excel to find portfolio with higher shape ratio
Tech Stack: VBA, Machine Learning (Genetic Algorithm)
- Open Source: Decoder Library for SCTE35
A raw bytes parser for SCTE35 signal based on SCTE35 2013/2017 schema
Tech Stack: Golang
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Final Year Project: Augmented Reality (AR) on Mobile Devices
Develop an online cloud service using master-slaves architecture for massive images matching within a reasonable time. A demo app is implemented to make use of the service to allow user “comment on everywhere”. Through this app, users can put/view comment on different images, eg: banners , street view, or even news pictures etc.
Tech Stack: C++, Java, OpenCV, MySQL, Master-Slaves Architecture, TCP/IP -
Hobby: Badminton Events Portal
A popular web service for people to find and join badminton events posted on a popular HK forum. AWS lambda is used to regularly monitor events on the forum, and parse the unstructured badminton events into structured database records for fast query.
Tech Stack: AWS Lambda, Java, MySQL, PHP
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Freelance: Backend System Re-Engineer
Refactor an old source-code-encrypted backend system for a travel agency. Re-engineer to adapt new features in the accounting system, sales reporting and ordering system
Tech Stack: Business Workflow Analysis, PHP, JS -
Freelance: Company Website with Backend CMS
A company website backed by CMS written in PHP.
Tech Stack: CMS, MySQL, PHP, JS -
Hobby: AI for Playing Tetris Battle on Facebook
Identifying the shapes of the current and next blocks; Calculating estimated marks of each game states to automatically play(key press) Tetris Battle.
Tech Stack: C++, Image Processing
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Hobby: Distributed Captcha Solver
Receive captcha from clients through TCP/IP and reply the solved results from server
Tech Stack: VB, Networking -
Hobby: Captcha Analysis
Remove the background noise of captcha for further recognition
Tech Stack: Java, Image Processing
- Hobby: Web Analyser & Automated Web Requests Generator
A tool for automating web operations, and inspector for HTML Dom elements
Tech Stack: VB, HTML, DOM, JS, Networking
- Hobby: Source Code Obfuscator
Implement a VB source code transformer to do obfuscation on an open-sourced virus, and check if the obfuscated versions could be detected by anti-viruses. Submitted obfuscated virus samples to virustotal to help anti-virus softwares to enhance the detection accuracy.
Tech Stack: VB, Static Analysis, Cybersecurity