Jeremy Hsu
Jeremy Hsu
Computer Science at Penn State. I build systematic trading strategies and the infrastructure that runs them.
Open to Summer 2027 SWE & quant internships
Rime
Rime is a daily allocator for leveraged equity ETFs. Each morning it splits capital between leveraged exposure, a volatility hedge, and cash, using a shallow regime tree with a macro overlay on top of it. It also has a circuit breaker that cuts leveraged exposure when volatility spikes. I wrote the research and the live system against the same decision function, which prevents model/live divergence.
Fifth Sanctuary
An intraday volatility-expansion system on gold. It runs long and short as two separate sleeves, each sized by a macro state vector and filtered on its own. When I went looking at why the short sleeve was losing, it wasn't losing at random. It lost under a specific set of macro conditions, so I filtered it out of those conditions instead of tuning the parameters.
Project Kintoun
Standard opening range breakout strategies get chopped up by false breakouts. This notebook tests whether waiting for a retest of the breakout level, plus a VWAP trend check and a volume gate, filters enough of them out to be worth it on NQ futures. The methodology, the math, the code and the full trade log are public, including the parts that don't work.
Green Lemons
I started Green Lemons in 2019 and ran it for six seasons, growing it to fourteen members. I wrote the autonomous control software in Java: vision-based navigation, odometry, and path planning. OPR is a least-squares estimate of per-team scoring contribution, and the best objective measure of team strength.
Experience
Coursework in applied regression, discrete mathematics, linear algebra, and data structures.
Full backgroundSummer 2027
I'm looking for software engineering, quant dev, or quant research internships. I'm most useful where the modeling and the systems work are the same problem: research infrastructure, backtesting and simulation frameworks, execution systems, and data pipelines that have to be correct.