Skip to content
View BobbyAxerol's full-sized avatar
:electron:
:electron:
0 followers · 1 following

Block or report BobbyAxerol

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Maximum 250 characters. Please don’t include any personal information such as legal names or email addresses. Markdown is supported. This note will only be visible to you.
Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse
BobbyAxerol/README.md

BobbyAxerol · Vũ Công Minh

Quant researcher who also ships the infrastructure.

Email LinkedIn Website Followers

Capital markets × systematic trading × AI systems — building at the intersection where math meets production code. Currently trading rates derivatives and shipping AI automation at a securities firm by day; engineering quant infrastructure and open-source tooling by night.

Live Ticker

BobbyAxerol's GitHub stats Top Langs

What I work on

alpha research       →  VN30 Futures / Crypto / US Equities
execution systems    →  async Python · Redis · Kafka · 500+ live strategies
capital markets      →  Govie Bond · IRS/AIRS · swap curve · interbank rates
AI automation        →  Agentic pipelines · market analytics · LLM-orchestrated workflows

Stack

Python C++ PostgreSQL Redis Kafka Docker AWS Numba

Pinned

Execution & Data Infrastructure

Repo Description
quant-data-layer Async market data gateway — Binance + VN Stocks (DNSE/vnstock), Redis Pub/Sub, Parquet warmups, auto-failover stars
trading-historical-data Automated historical data collection — Crypto, VN Stocks, VN Futures, Options stars
quantbt Vectorised backtest SDK with Numba-compiled simulation kernels stars

Quant Research

Repo Description
walk-forward-optimization WFO strategy using Tree-Parzen Estimator (TPE) for hyperparameter optimization stars
BavarBled-mlops Hybrid architecture — Bayesian Model Averaging, VAR, Black-Litterman, Transformer, CNN, TD3 for dynamic portfolio allocation stars

Capital Markets

Repo Description
treasury-quant Treasury analytics terminal — interbank FX, money market, swap curve, bond (FI, Govie) real-time monitoring stars

Numbers that matter

  • > 15 alphas live on VN30 Futures — Sharpe >3 · MDD <6% · hit rate ~70%
  • > 22 alphas live on Binance Futures — Sharpe >2 · MDD <12% · hit rate ~68%
  • Many strategies on Option, Structuring Product and Capital Market (Interbank Market)
  • 500+ strategies running concurrently on self-built execution infra
  • Agentic AI terminal deployed at securities desk — endorsed by BOD

Building in the open where the work allows it. Reach out on LinkedIn for anything else.

Pinned Loading

  1. walk-forward-optimization walk-forward-optimization Public

    This project implements a Walk-Forward Optimization (WFO) strategy using Tree-Parzen Estimator (TPE) for hyperparameter optimization. It includes modules for backtesting, configuration, optimizatio…

    Python 2

  2. quant-data-layer quant-data-layer Public

    A high-performance, async market data gateway for Crypto (Binance) and VN Stocks (DNSE/vnstock). Features historical Parquet warmups, live Redis Pub/Sub streaming, and auto-failover.

    Python 3

  3. quantbt quantbt Public

    Vectorised backtest SDK with Numba-compiled simulation kernels.

    Python 1

  4. treasury-quant treasury-quant Public

    A public-facing treasury analytics and terminal repository for interbank FX, money market, swap curve, and bond (FI, GOVIE) real time monitoring.

    Python 1

  5. trading-historical-data trading-historical-data Public

    Automated market data collection service system (Crypto, VN Stocks, VN Futures, Options) - Historical Only

    Python 1

  6. BavarBled-mlops BavarBled-mlops Public

    BAVAR-BLED is a hybrid architecture combining Bayesian Model Averaging, Vector Autoregression, Black-Litterman under Elliptical, Transformer, CNN, and TD3 distributions to build dynamic portfolio a…

    Python