Larry Cao is a Data Anomaly Lead and developer with nine years of experience building data-driven systems for crypto and finance, holding a Master's in Data Science from HKU. He designs multi-strategy quantitative trading systems and a momentum portfolio that backtests to a Sharpe ratio above 5, and has shipped high-coverage data exporters and monitors for DEXes and lending protocols across Ethereum and bridges. His background in NLP and machine learning includes raising NER F1 to 91% and implementing dynamic entity linking for economic indicators, reflecting strong applied research to production skills. At Santiment he translated complex on-chain liquidity and liquidation signals into reliable pipelines covering over 90% of relevant volumes, and he’s delivered technical seminars on AMMs and Uniswap v3. Based in Hong Kong with UK ties, he pairs quantitative rigor with practical engineering chops—and is, less obviously, a former local CSGO top player, hinting at competitive focus and quick decision-making.
9 years of coding experience
6 years of employment as a software developer
The University of Hong Kong (HKU)
Bachelor's degree Computer Science, Bachelor's degree Computer Science at City University of Hong Kong
This is a Python-based repository for a multi-strategy quant system. It provides a framework for implementing and testing various quantitative trading strategies on financial time series data, and can be used to generate buy/sell signals based on the outputs of those strategies.
Contributions:14 PRs, 33 pushes, 13 branches in 1 year 1 month
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