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initial-d/README.md

Yimin Du — Build, explore, share

Yimin Du

I like turning difficult ideas into things that can be examined, used, and improved. This profile is a record of what I have built across research, systems, experiments, and open-source work.

Featured Project: ml-quant-trading

GitHub stars Release CI arXiv

ml-quant-trading is an end-to-end PyTorch research stack for machine-learning multi-factor trading. It brings together 213 factor dimensions, bias correction, ML baselines, portfolio optimization, vectorized backtesting, public-data validation, tests, and benchmark tooling.

Run it in Colab · See validated results · Read the paper · Contribute a reproduction

The project is validation-first: it documents costs, turnover, baselines, data limitations, and negative results rather than presenting backtests as investment claims.

Selected Work

A few other projects that represent different stages and interests.

Project A short note
me_fasttext An exploration of memory-efficient text classification and compact data structures.
monkey A small compiler back end, built to understand how language becomes execution.
tiger A small compiler project built to explore language design from source to execution.
dbms A focused experiment in database internals and buffer management.

Currently

Building, testing, and documenting ideas in public.

Website  ·  All repositories

Pinned Loading

  1. ml-quant-trading ml-quant-trading Public

    PyTorch research stack for ML multi-factor trading: 213 factors, bias correction, portfolio optimization, and vectorized backtesting.

    Python 67 29

  2. me_fasttext me_fasttext Public

    memory-efficient fasttext: a comprehensive approach using double-array trie structures and mark-compact memory management

    C++ 1

  3. monkey monkey Public

    A compiler back-end of simple sml

    Standard ML 1

  4. tiger tiger Public

    A compiler of simple java

    Java 1

  5. usaco_training usaco_training Public

    My USACO training results.

    C++ 1

  6. dbms dbms Public

    A simple lru buffer for dbms.

    C++ 2