My Data Portfolio
š Hi, Iām Tham Wai Hong Douglas
Data Analyst | Python, SQL, Power BI
I turn raw data into actionable insights.
š Featured Project
Quantitative Pairs Trading Strategy
Built a pairs trading backtest for SGX-listed stocks using cointegration, backtesting, and machine learning
- Screened 66 pairs using Engle-Granger cointegration test.
- Best pair: SingTel (Z74.SI) vs CapitaLand Integrated Commercial Trust (C38U.SI), p = 0.000229.
- Built a custom backtester with hedge ratio and transaction costs.
- Trained a Random Forest classifier (53.5% accuracy).