Bio
I am an aspiring computational statistician.
My name is Ryan Tan (陈俊雄). I am currently pursuing a MSc in Statistics, following my graduation from the National University of Singapore with a BSc in Business Analytics with Honours. As I developed a foundation for these computer science and statistics, my interest gravitated towards computational statistics - particularly Monte Carlo Methods and Bayesian Inference.
If my profile interests you, feel free to reach out to me on LinkedIn!
Education
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University of Warwick, MSc Statistics
- Relevant Courses: Monte Carlo, Bayesian Inference, Statistical Learning, Stochastic Control
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National University of Singapore (NUS), BSc in Business Analytics with Honours
- Relevant Courses: Data Structures and Algorithms, Object-Oriented Programming, Regression Analysis, Machine Learning, Computational Statistics
Professional
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Bastion Trading, Quant Intern
- Collaborated with quantitative traders to research and implement trading strategies.
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Maven11, Data Analyst Intern
- Developed backend market research infrastructure and systematic trading strategies from cryptocurrencies.
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Stablecorp, Data Analyst Intern
- Assisted in the development of a digital asset lending portfolio, focusing on risk monitoring tools using Python.
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Micron Technology, Analyst Intern
- Part of Smart Manufacturing and AI group (SMAI).
Projects
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Stochastic Modeling of Digital Asset Perpetual Futures — Implemented stochastic Monte Carlo simulations to model funding-rate dynamics for digital-asset perpetual futures, quantifying expected returns and funding-fee impact on P&L.
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Market-Cap Weighted RSI Strategy — Engineered event-driven backtester for market-cap weighted RSI mean-reversion strategy on technology stocks.
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Automated Supply Chain Aggregator — Final-Year Project for BSc. Web application to streamline supply chain search process with utilizing web scrapers and LLMs for processing information. Led LLM evaluation research for automated supply chain aggregator, achieving 60% accuracy against ground truth.
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Lancer — A freelance aggregator platform to streamline freelance hiring process. Awarded $10,000 SGD from the NUS Venture Initiation Programme. Attended Collision 2023 under the Alpha Startup Programme.
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Sparklers — Web3 analytics dashboard to evaluate the credit of on-chain wallets. Won 1st Prize from Airstack and 3rd Prize from MakerDAO at ETHWaterloo 2023.
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Make Houston Rockets Great Again — Utilized NLP techniques to analyze Twitter and Reddit sentiment towards Houston Rockets and identified key factors using Latent Dirichlet Allocation (LDA) to provide recommendations for NBA team Houston Rockets.
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FitTogether — Participated in NUS Enterprise The Hangar Booster Programme. Pitched startup idea of FitTogether, a Flutter based fitness coach application.
Publications
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Dynamic Basis Arbitrage using Reinforcement Learning — Ryan Tan. Research on applying reinforcement learning to dynamically execute basis arbitrage.
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University of Warwick Statistics - Notes/Cheatsheets — Ryan Tan. MSc Statistics. ST961, ST963, ST413, ST407, ST411, ST420, ST405, ST964.
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What Happens After the Hack? A Deep Dive Into DeFi Exploits and Recoveries — Stablecorp Team. Researched exploit risk across DeFi protocols and developed a proprietary risk score.
Miscellaneous
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Warwick Quant - Head of Projects — Driving project initiatives, delivering workshops and leading cryptocurrency options volatility research project.
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Substack — Writing articles on running, reading and personal development.
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Languages — English (Fluent), Mandarin (Fluent), Spanish (Basic)
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Technical Skills — Python, Java, C++, R, SQL, Git. Proficient in cloud technologies (AWS, Azure, GCP).