About this project

quant-poc-multi-asset is a 12-week, single-developer public build of a multi-asset quantitative trading research stack — Korean equities (KIS Developers, mock API only), US equities & ETFs (IBKR paper), US options (IBKR paper), and an archived crypto layer from the preceding 38-day proof-of-concept.

The crypto PoC ran from 2026-04-05 to 2026-05-12. It executed 191 paper trades with a 37.7% win rate and a −15.1% paper PnL. We then closed the experiment honestly and pivoted to this rebuild — publishing the loss and the lessons before publishing the next alpha.

Every alpha here will report Deflated Sharpe Ratio (DSR), Probability of Backtest Overfitting (PBO), and sensitivity sweep results. Every deployment passes through a 12-layer kill switch that traces its lineage to the PoC's production wiring.

5-Dimension Excellence

The project is judged on five axes simultaneously. Code quality and academic rigor are not optional. Public openness is the constraint that makes the whole thing legible.

D1 Code. 1,000+ tests, 90% line coverage, CI guards preventing live broker endpoints from entering source.
D2 Academic. One SSRN submission documenting the 38-day failure as a 1-person multi-strategy case study. One ReScience replication of a public-source Korean factor paper. arXiv preprints are on hold while the EthicaAI + WhyLab manuscripts are in double-blind review.
D3 OSS. MIT license, public GitHub, ADRs, weekly progress reports auto-pushed to Telegram + this site.
D4 Live. Lighthouse ≥95, public read-only API for paper-trade metrics, Realtime channel for kill-switch events.
D5 Community. Substack for the weekly retrospective, Reddit/Hacker News for milestones, Korean/English dual-track posts.

What this site is not

This is not a career portfolio. It does not pitch the maintainer for hire, it does not collect résumés, and it does not host author-identity content. For career inquiries, the canonical surface is heoyesol.kr — a separate main site maintained by the same author. This site focuses on the project alone.

Maintainer

Yesol Huh (허예솔). One developer, one repository, 12 weeks. Strategy and supervision are partially automated through a fleet of configuration-driven agents; every commit is reviewed by a human before push, and every kill-switch invariant is verified in CI before merge.

GitHub: Yesol-Pilot/quant-poc-multi-asset.

License

MIT. See LICENSE.

Important

Read the full disclaimer before reading anything else on this site. This is research, not financial advice.