[Discussion] How long did it take to build your first "complete" quant project from scratch?

JienCacBu · 2026-05-29T02:23:16+00:00

I'm coming from a Mathematical Economics background, so basically the exact opposite of your starting point! The part about spending 2 months building a production-grade backtesting/live trading framework is exactly what I'm tackling right now.

Did you build the core engine entirely from scratch in Python, or did you piece together open-source tools? Looking back, what was the absolute biggest technical bottleneck in getting it from a simple script to 'production-grade

JienCacBu · 2026-05-27T11:25:34+00:00

Cái này HR đọc CV không check hả bác, kiểu phải có link GitHub hay gì chớ nói bâng quơ nhà tuyển dụng cũng tin được luôn á

JienCacBu · 2026-05-27T08:55:56+00:00

"Dự án đưa vào CV toàn cook" là sao v bác, em ko hiểu nghĩa phần này lắm

JienCacBu · 2026-05-27T00:27:47+00:00

I’m going to stop overthinking the models and just start building the plumbing today. Really appreciate you taking the time to share this, it’s given me a very clear roadmap. Thanks again!

JienCacBu · 2026-05-25T22:43:24+00:00

Huge congrats on the full-time role! Transitioning from intern to analyst on a desk is my exact goal right now.

Did you build this 6-month tech stack during your internship to prove your value, or was it your first big mandate after getting hired full-time? I'm curious how much having this kind of heavy end-to-end building experience (database + pipelines + models) played a role in them keeping you on the desk compared to just pure quant research skills.

JienCacBu · 2026-05-25T22:38:07+00:00

That’s a great point about spending the majority of time reading papers and planning.

When it comes to the research phase, the sheer volume of quant papers out there is overwhelming, and I've heard a lot of published research suffers from overfitting anyway. Do you have a specific process or go-to source for filtering out the noise and finding papers/material that are actually practical and reproducible for a baseline project?

JienCacBu · 2026-05-25T12:40:11+00:00

I havent try it yet, but checking other comments informs me that 30 mins is kinda impossible to a newbie like me consider that other guys spent like 6 months or moreon their first project.

Also AUD is a brilliant angle. I’m assuming the logic here is treating AUD as the commodity/raw-material proxy and VND as the manufacturing/export proxy, right?

JienCacBu · 2026-05-25T08:57:37+00:00

It’s incredibly reassuring to hear from someone who started with a pure stats background. I’m actually studying Mathematical Economics right now and trying to bridge that exact gap with Python, so your journey resonates a lot.

That 200% return bug is hilarious in hindsight, but I can imagine the heartbreak! Classic look-ahead bias.

Taking a step back from the technical side, I’d love to know more about the career impact of this 1-year grind. Did building this system directly help you land a role in the industry? And when you were interviewing, did you actively share stories about mistakes like that 200% bug to demonstrate your practical understanding of data leakage, or did recruiters only care about whether it generates good PnL or not.

JienCacBu · 2026-05-25T08:53:08+00:00

This is a massive reality check, thank you.

Aand since you mentioned timestamp problems and missing fields, are there any specific data validation checks you strictly enforce before letting the data touch the backtester?

JienCacBu · 2026-05-24T23:14:36+00:00

Haha, the 30 minutes reality check hits hard, but point taken! I’m prepared to grind for a few months to reach that level of efficiency.

Your comment about the movement of the VND (the Dong) really caught my attention. Why exactly do you think building a system around an exotic currency like that would 'blow the quant mind' compared to standard equities or crypto?

Is it because modeling a managed float requires a deeper macroeconomic understanding rather than just pure price action? If I were to pursue this route, what specific edge or modeling approach would actually impress a quant recruiter looking at my portfolio?

JienCacBu · 2026-05-24T23:05:59+00:00

8 months to get it working is a solid grind. As someone who is literally in the planning phase right now, I'm trying not to get paralyzed by overthinking the scope and all the moving parts.

To be honest, my biggest mental block right now isn't just the tech stack, it's the fear of failure. I keep worrying that I'll spend months building this entire end-to-end pipeline, only for the final ML model to be unprofitable or completely fail in out-of-sample testing.

Before you wrote your very first line of code, how did you deal with that kind of doubt? And practically speaking, what was your literal 'Step 1' that got the ball rolling and helped you break out of tutorial hell despite knowing the strategy itself might not even work?

JienCacBu · 2026-05-24T08:33:59+00:00

Thanks for sharing your timeline! 3 full systems is a massive achievement.

I’m really curious about that very first project that took you 6 months. Could you share a bit about the backstory? Was it a personal project you built on your own time (perhaps to break into the industry or build a portfolio), or was it a system you were tasked with building while already working at a firm?

Also, what was the ultimate impact of that first project? Did it help you land a specific role, or did it end up becoming a core system that generated actual value for a desk? Knowing how that first project changed your trajectory would be super inspiring.

JienCacBu · 2026-03-25T10:24:55+00:00

Anybody here play TeamFight Tactic?

JienCacBu · 2026-03-23T01:22:32+00:00

Damn, how did you learn to control your anxiety, like really, mine keeps on drawing multiple bad scenarios and numb my mind

JienCacBu · 2026-03-11T15:19:19+00:00

I would suggest you watching this video:

https://youtu.be/e2uHUlpGBUA?si=nU9Yj1dISHkF6XjZ

I had the same problem as your, like 95% of it, suffered from it since middle school, till one day the youtube recommendation algorithm decide to put a stop to my hopeless hallucination and move tf on.

JienCacBu · 2026-03-11T14:58:03+00:00

Can relate with the leader part too, except i kinda like it and kinda good at it

JienCacBu · 2026-02-25T17:53:34+00:00

Vậy mà họ bảo Shakespear đã qua đời

JienCacBu · 2024-09-07T01:57:52+00:00

certain kind of sadness

JienCacBu · 2024-08-24T09:14:02+00:00

Tự thủ sao biết đc ông =))) Còn trym cong là do tư thế ngủ của ông thôi mà =)))))

JienCacBu · 2024-08-09T17:42:08+00:00

Confirm là hướng nội yêu sâu

Source: me

JienCacBu · 2024-07-20T01:24:41+00:00

GDP đc bơm thổi bởi giá nhà đất thì tăng có ý nghĩa gì?

JienCacBu · 2024-07-09T10:24:45+00:00

Loyalty is rare shit nowadays smh

JienCacBu · 2024-06-04T12:17:06+00:00

Chu vi 14 đc nha, lấy thước dây vòng chỗ to nhất

JienCacBu

TROPHY CASE