NOTE-001Macro
Rate-cut expectations vs. cyclicals
One-paragraph setup: what changed, why it matters, what to watch next (levels/catalyst).
S&T-focused · US equities/options · Catalyst-driven process
A personal markets portfolio built for fast desk-level review.
I document trade setups, execution notes, and post-trade reviews with a consistent risk framework. Logs are intentionally published without visible timestamps.
Quick links
Replace placeholders with your own URLs.
Resume (PDF)
/assets/TitanLi_Resume.pdf
GitHub
github.com/your-handle
LinkedIn
linkedin.com/in/your-handle
Trading Logs
Sorted by Trade ID. Dates are intentionally hidden.
Market Notes
Short, client-style summaries (optional).
NOTE-002Earnings
Earnings week watchlist
List your 5–10 names, the key question for each, and the risk to your base case.
NOTE-003Flow
Flow / positioning read
Summarize price action, volume, and what it suggests about positioning into the next catalyst.
Projects
Quant & risk work that supports a markets workflow.
Volatility & Risk Toolkit
PRJ-001
- ARCH/GARCH baselines with out-of-sample evaluation
- Correlation/covariance monitoring for regime shifts
- Simple dashboards for risk limits & exposure snapshots
Event Study / Earnings Playbook
PRJ-002
- Catalyst calendar + watchlist triage
- Pre/post earnings reaction stats (gap, IV, drift)
- Post-trade review template for consistent learning
Portfolio Construction Experiments
PRJ-003
- Mean–variance portfolios with sensitivity to corr/vol shocks
- Constraint tests (max weight, sector caps)
- Rebalancing logic and turnover awareness
About
Keep this short and desk-relevant.
MSc (Business Analytics) candidate based in Toronto with a computer science background. I focus on US equities/options and build catalyst-driven trade plans with defined risk. This site is a personal learning portfolio.
Contact
Use a simple email link for now (fastest).