Digital Garden

Quant Engineer building trading systems

I’m Lawnce Goh — a Quantitative Engineer at Goldman Sachs. This is a digital garden of projects and notes on execution/pricing pipelines, volatility research, and applied ML.

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Updated Feb 23, 2026Created Feb 23, 2026

Monday, 23 February 2026 — Daily 7AM Probability + Statistics Brief

#"probability"#"statistics"#"interview-prep"#"algorithms"

Updated Feb 20, 2026Created Feb 20, 2026

Expected Tosses Until Two Heads in a Row

A clean derivation for E[T] where T is the number of fair coin tosses needed to see HH, using Markov states and a short generating-function/fancy expectation route.

#"probability"#"interview"#"markov-chains"#"expectation"

Updated Feb 16, 2026Created Feb 16, 2026

Python: Longest consecutive-day activity streak per user

Compute each user’s longest consecutive-day streak from event logs in O(n log n) per user (or near O(n) with set-walk variant).

#"python"#"algorithms"#"datetime"#"hashmap"

Active projects

Projects →

vol_drift_sol (SOL-PERP vol burst bot)

Live MVP

A small-perps MVP that reads Binance 4h candles, detects quiet→burst volatility and Donchian breakouts, then executes capped SOL-PERP trades on Drift with DRY_RUN and an autorun + terminal dashboard for monitoring.

TypeScriptDriftBinance OHLCVTUI

crypto_dispersion (vol research workbench)

Active

Systematic research sandbox for volatility / breakout-style strategies, grid-search, and robustness checks (Monte Carlo).

RustPythonBacktestingMonte Carlo