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MCTGiang/README.md

Mai Công Trà Giang (Ginny)

Career changer | 16 years in Vietnamese securities industry → transitioning to Data Science/ Engineering

📍 Vietnam · Building toward Data Leader positioning by 2027

Background:

  • 🎓 International Business @ Foreign Trade University (2005–2010)
  • 💼 16 years in securities industry (2010–present) — deep domain expertise in Vietnamese stock market, HOSE mechanics, VN30 dynamics
  • 🎓 IT Engineering @ Hanoi University of Science and Technology (2025–2027, Second Bachelor's Degree) — technical foundation for career pivot

Why this combination matters: Most quant finance engineers know code but not markets. Most traders know markets but not code. I'm building both — production-grade Python engineering + institutional-grade understanding of Vietnamese equity dynamics.


🎯 Current Focus

Building an integrated 4-phase research project on quantitative investment for Vietnamese equity markets:

  • ✅ Project 1: VN Portfolio Optimizer — MPT + MVP dashboard for VN30 (v1.0.0 released Aug 2026)
  • 🚧 Project 2: Efficient Frontier + PhoBERT Sentiment Analysis (Sep–Nov 2026)
  • 📅 Project 3: Ensemble ML Forecasting + Advanced Risk Management (Dec 2026 – Feb 2027)
  • 📅 Bachelor's Thesis: Integrated Investment Platform with real-time trading (Mar–Jun 2027)

🛠️ Tech Stack

Core: Python 3.11+ · SQL · Git

Data & Analytics: pandas · NumPy · SciPy · Jupyter

Portfolio & Optimization: Modern Portfolio Theory · SLSQP · Risk metrics

Frontend: Streamlit · Plotly

Testing & CI: pytest · GitHub Actions · Codecov

Learning next (Project 2): PostgreSQL · Docker · Prefect · dbt · PhoBERT · PyTorch


📊 Featured Project

Portfolio optimizer for Vietnamese VN30 stocks with 25.9% volatility reduction vs equal-weighted baseline (validated over 5.6 years of market data).

  • 🎯 46 pytest tests, 44% coverage, GitHub Actions CI on Python 3.11/3.12
  • 📈 Live demo: mctgiangproject1.streamlit.app
  • 🏗️ Bilingual UI (English/Vietnamese), interactive dashboard, Excel/PDF exports
  • 📚 Full documentation: 6 ADRs, dev log, roadmap

🌱 Learning Journey

Currently studying:

  • Efficient Frontier theory & multi-objective portfolio optimization
  • Vietnamese NLP with PhoBERT for financial sentiment
  • Docker containerization & orchestration (Prefect vs Airflow)

Recent milestones:

  • 🏆 Shipped v1.0.0 of VN Portfolio Optimizer with full test infrastructure
  • 📝 Applied Modern Portfolio Theory to Vietnamese market (empirical validation)
  • 🔧 Built end-to-end pipeline: data ingestion → optimization → visualization

Structured learning foundations:


📫 Connect

Open to collaboration on quantitative finance, Vietnamese fintech, or portfolio optimization projects.


"Show what you can defend." — Building publicly, one commit at a

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  1. vn-portfolio-optimizer vn-portfolio-optimizer Public

    Portfolio optimizer for Vietnamese VN30 stocks with Modern Portfolio Theory (MPT) — 25.9% volatility reduction validated over 5.6 years of market data. Streamlit dashboard + 46 pytest tests + GitHu…

    Jupyter Notebook