About

I am a Quantitative Developer working at the intersection of financial markets, numerical computing, and software engineering. My technical interests centre on modern Python and C++, robust system design, performance, correctness, and the engineering of production-grade quantitative systems.

I maintain this site as a long-term personal knowledge base. The notes reflect what I study, revisit, and refine across computer science, quantitative finance, and quantitative engineering. I care about understanding fundamentals deeply, using modern tools deliberately, and reducing complex systems to simple, precise abstractions.

I am particularly interested in problems where markets, mathematics, and software engineering meet: trading systems, quantitative analytics, data and research infrastructure, and performance-sensitive applications.

For professional background, see my LinkedIn. I can also be reached at yiming [dot] dai [at] outlook [dot] com.