Hi, I’m Richard.

What I work on

My work covers market data, factor and model research, portfolio construction, backtesting and trading tools. Starting from a research question, I want to find the data, test the hypothesis and explain how the result was reached.

Most current projects focus on China’s A-share market, with research also covering Hong Kong, the US and other markets. The public sites share market research, factor catalogs and market reports; the repositories document tools, methods and usage.

What I value

• Research that can be rerun from recorded data and steps.
• Conclusions supported by evidence, with sample scope and limitations stated.
• Clear responsibilities for data, research, backtesting and runtime tools.
• Documentation, implementation code and notes from using the tools.

I mainly use Python and TypeScript, along with Rust for order-book processing and Go for operational tools. I choose technologies to fit the research question and everyday use.

Writing alongside research

I follow Buffett’s investment cases, business operations and investment mistakes. Writing gives me a chance to slow down and explain the reasoning behind a judgment.

Read the articles · Thoughts on Buffett and long-term investing

Find me

Code and project updates · GitHub · runchengxie

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