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A curated collection of quantitative developer projects including order book simulation, tick data replay, ETL pipelines, internal dashboards, and explainability engines — built for high-frequency trading and quant infrastructure roles

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rosalynchan/quant-dev-portfolio

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quant-dev-portfolio-projects

A curated collection of quantitative developer projects including order book simulation, tick data replay, ETL pipelines, internal dashboards, and explainability engines — built for high-frequency trading and quant infrastructure/platform engineer role.

Project Overview

Order Book Simulator

  • Simulates order flow and book dynamics under HFT settings

Tick Data Replay Engine

  • Replays historical tick data with adjustable latency and concurrency

Quant ETL Pipeline

  • Extracts, transforms, and loads large-scale financial datasets

Internal QuantOps Dashboard

  • Web-based dashboard for pipeline monitoring and signal visualization

Data Explainability Engine

  • Provides feature contribution & model transparency reports

Tech Stack

Languages: Python, SQL Tools: Pandas, NumPy, FastAPI, Plotly/Dash, Redis, PostgreSQL Infra: Docker, GitHub Actions, AWS (optional)

🗂️ Folder Structure

quant-projects/
│
├── order-book-simulator/
├── tick-data-replay-engine/
├── quant-etl-pipeline/
├── internal-quantops-dashboard/
├── data-explainability-engine/
└── README.md

🔗 Portfolio Integration

Each project links to:

  • 📄 Detailed README

  • 🛠 Architecture & Performance Highlights

  • ✅ Unit/Integration Tests

  • 📊 Visual/Interactive Outputs (for dashboard projects)

A Notion-based Project Management Page and Portfolio Page are included for daily tasks, notes, and interview sharing (links coming soon).

🧑‍💻 Built by Rosalyn Xiaoqing | London-based Quant Platform Developer | GitHub Profile

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A curated collection of quantitative developer projects including order book simulation, tick data replay, ETL pipelines, internal dashboards, and explainability engines — built for high-frequency trading and quant infrastructure roles

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