Founder and developer
Three production platforms for retail traders in two markets. Each ships as a live web application with a companion native iOS app, served by one shared research codebase — so the numbers on your phone and the numbers in the browser cannot drift apart.
Built and operated single-handedly: the quantitative research, the backends, the front ends, the mobile clients, the data infrastructure, and the servers they run on.
United States
Equities, cryptocurrencies, futures, and precious metals, for intraday and short-horizon trading. Regime and cycle detection, multi-timeframe structure, and risk measures that assume the distribution moves.
Web application · native iOS app
Vietnam
Listed equities and index derivatives, plus a fundamental-analysis engine built for the local market: discounted cash flow, Monte Carlo valuation, financial-statement parsing and peer-relative comparison.
Web application · native iOS app
Cross-market
Theta — market phase transitions. The applied form of the dynamical-systems work below, covering Vietnamese equities and derivatives, cryptocurrencies, and U.S. equities and futures.
Web application · native iOS app
What makes Theta different
Theta is not a repackaged indicator. It comes out of my own research on how complex adaptive systems change state — the same work described under Research. Four things follow from that.
Most tools answer “is this high or low right now?”. Theta answers a different question: which regime is this instrument in, and is that regime strengthening or coming apart? The output is a position in a phase space and a direction of travel through it, not a number to compare against a threshold.
Reading several timeframes usually means reading several charts and reconciling them by eye. Theta treats the timeframes as one object and resolves them jointly, so the answer does not depend on which chart you happened to open first — and disagreement between fast and slow becomes information rather than confusion.
Because the state space has structure, the set of things that can happen at a turning point is enumerable rather than a matter of interpretation: regime changes, early turning points, transitions that begin and fail, shocks, and propagation from faster timeframes to slower ones. Each is named, detected, and alerted separately.
Most momentum reversals do not lead anywhere. Treating them as noise throws away a signal; treating them as regime changes produces false alarms. Theta classifies them as their own category — which is what makes it usable for continuation as well as for reversal.
Validated across equity indices, index futures and cryptocurrencies. The underlying method is proprietary and unpublished; the four-phase cycle it produces is the app’s icon.
How it is built
Python and FastAPI backends with TTL caching, Next.js front ends, React Native and SwiftUI clients rendering phase portraits in hand-drawn SVG, PostgreSQL with row-level security, background scanning services with push alerting, subscription billing, and Linux/nginx deployment with managed TLS.
Databento CME tick data, FRED macroeconomic series and CBOE options chains for the United States; VCI exchange feeds and financial statements for Vietnam; OKX for cryptocurrencies. Three markets, three time conventions — reconciled once, in one place, so a session boundary in Ho Chi Minh City is not silently read as UTC.