Active US market trader specializing in US Equities & Options I combine systematic modeling with discretionary execution to capture alpha from primarily momentum and catalyst-driven inefficiencies. I analyze markets daily and publish my proprietary research and analysis son Prism Lake. Seeking Quantitative Research and Trading roles.
// Computer Science Major | Prism Lake Founder | L'Oréal Data Intern
Darrance
16 December 2025 | My 21st
Founded Malaysia's pioneering quantitative research and proprietary trading firm, specializing in US Equities & Derivatives, with over $30K USD in notional capital deployed across systematic and discretionary strategies.
Built Prism Lake with the goal to build a localized firm operating with the sophistication of a global hedge fund, and to be at the forefront of quantitative research across global markets. Based in Malaysia.
Selected from over 1,000 applicants nationwide (top 0.2%) to join the pioneering data analytics team at the world's leading beauty company by market dominance.
Independent Trading Desk
PROP.DESKStarted with RM600 seed capital. Traded momentum and volatility market microstructure during major market catalysts (COVID, inflation, rate cycles). Evolved from discretionary analysis to Python-based systematic strategies, leading to Prism Lake.
The Structural Decoupling of Price and Value
The structural transition from value-driven markets to an ecosystem dominated by inelastic flows and algorithmic liquidity.
"In modern markets, price discovery has decoupled from fundamental value. Algorithmic liquidity and inelastic flows now dominate, creating opportunities for systematic traders who understand this structural shift."
Prism Lake
Malaysia's pioneering quantitative research and proprietary trading firm, specializing in US Equities & Derivatives.
Prism Lake Intelligence
Prism Lake's proprietary market research publication platform, delivering in-depth market analysis and trading insights on US markets.
The Portfolio
This website. My fourth iteration on my personal portfolio.
Discretionary Holdings
USActive position trading in US equities. High-conviction plays based on momentum and technical structure.
Long-Term Holdings
US ETFsPassive core allocation in US index ETFs. Strategic beta exposure for portfolio stability.
Speculative Risk Assets
USHigh-risk, high-reward positions. Volatility plays and event-driven opportunities.
Active allocation as of December 2025 • US Markets Focus
Quantitative
Data & APIs
Web Development
Infrastructure
Active trader at Prism Lake, seeking roles in quantitative research, trading, data science, and related fields. Open to summer 2026 and full-time 2027 opportunities.