I develop Python-based quantitative research and trading-infrastructure projects with an emphasis on reproducibility, hypothesis testing, rigorous validation, and explicit risk boundaries.

My work spans systematic strategy research and broker/API integration, with research findings kept separate from engineering validation and live-trading claims.

A Python framework for investigating fixed and adaptive grid-trading hypotheses.

• Fixed-grid mechanics, execution simulation, and transaction-cost modelling
• Inventory, equity, drawdown, and exposure accounting
• Hypothesis-driven experiments and anti-overfitting safeguards
• Synthetic-data tests and documented research limitations

Status: Early-stage research tooling. No market-specific economic edge or trading profitability has been established. The public framework does not connect to a broker or execute live trades.

An independent Python engineering project exploring safe integration with the Webull Thailand OpenAPI.

• Modular broker-adapter and reusable API architecture
• Test/UAT and Production environment separation
• Explicit execution authorization and fail-closed safeguards
• Offline-tested automation, persistence, and one-shot timing components

Status: Engineering work completed at its documented scope, with specific runtime-validation and entitlement limitations. Production order execution has not been tested or authorized.

Hypothesis → Experiment → Evidence → Verdict

I emphasize falsifiable research, reproducible tests, explicit transaction costs, and realistic risk accounting. Research methodology addresses lookahead bias, time-series leakage, overfitting, and the distinction between realized gains and open-position risk.

Negative or inconclusive findings are valid research outcomes. Tested software mechanics do not, by themselves, demonstrate a profitable trading strategy.

The linked public projects document work involving:

• Python and modular research/software architecture
• Trading-strategy mechanics and execution simulation
• Automated tests and reproducible development workflows
• Market-data and broker/API integration
• Position accounting, risk controls, and execution-safety boundaries

My broader interests include statistical trading research, time-series modelling, robust strategy validation, and research-to-execution architecture.

Additional research directions remain exploratory and are not presented as completed or validated portfolio work.

These repositories are independent research and software-engineering projects, not investment recommendations. The research framework and broker-integration lab are separate projects; together they do not constitute a validated end-to-end live trading system.