now/ · last updated 2026-07-09
What I'm doing right now.
A dated one-pager. Updated ~monthly, or on regime-event override (job change, paper-trade regime flip, new gate added to the stack). Inspired by /now.
Status: open to conversations · remote · UTC+8
Where I am
- Based:Digos City, Davao del Sur, Philippines (UTC+8). Working hours 09:00–18:00 PHT on weekdays.
- Mode: remote only. 30 hrs/wk available.
- Stacking: Quant Researcher / QR-rotational / AI-engineer seat at a hedge fund, prop shop, or systematic-trading fund.
What I'm shipping this month
- Live paper-trade on /positions:running project 03 (vol-target time-series momentum, BTC/USDT, 30% annualized vol target) into its second regime cycle. Tracking slippage against the 5 bps linear-impact model — currently 4.2 bps realized.
- Walk-forward OOS standardization across the book:applying the locked-window pattern from project 06 to the remaining 8 quant projects. ETA end of August 2026.
- Methodology expansion on /methodology:the "what I'd build first" 90-day plan is the latest addition. Next up: per-asset-class G16–G20 deep dives.
- This site: ongoing edits — see commit historyfor a dated build log.
Open to
- Quant Researcher / QR-rotational seats (crypto, equities, multi-asset).
- AI Engineer / Multi-Agent Engineer roles where evals and structured-output contracts are part of the spec.
- Hybrid QR + AI roles — these are rare and I rank them highest.
- Contract research engagements with a defined deliverable (a memo, a backtest harness, a strategy teardown).
- QuantDev roles that touch an eval harness / model-routing policy / walk-forward pipeline.
Not open to
- Unpaid "trial tasks" or take-home assignments longer than 4 hours.
- Roles that require me to relocate from Digos City.
- Roles that require access to proprietary data I cannot disclose post-engagement.
- Pure-research roles without a ship-to-prod path — the discipline compounds when the loop closes.
- Recruiter mass-mail without a JD attached (see /contact for the reply-with-JD protocol).
Currently reading
- Advances in Financial Machine Learning — Marcos López de Prado (re-read, ch. 16 on backtest overfitting).
- The Deflated Sharpe Ratio — Bailey & López de Prado (2014). The paper that gates G16 of the eval stack.
- Hamlet — Shakespeare. Sometimes you have to step away from the screen.
How to reach me
- For open roles: email with the JD attached — christianmacion26@gmail.com. Reply within 24h on weekdays.
- For casual / paper-trail:LinkedIn DM.
- For public work / proof:GitHub (24 public repos, all NDA-safe). Stack: see /uses.
This page is versioned. Edit history →
Got a JD? Send it.
I read every email. If the role matches, you'll get a reply within 24h with: problem → approach → evidence → outcome → proof.