Data-Driven
Algorithmic Trading
Systematic quantitative research
& proprietary capital management
Wonkuk Seo
Founder & CIO
A specialist in quantitative strategy with a 9+ year track record in automated trading systems. Transitioning from a rigorous academic path at UNIST to the front lines of global financial markets, Wonkuk has engineered proprietary algorithms that transform raw market noise into actionable intelligence.
At Lucy Labs, he focuses on the intersection of machine learning and statistical arbitrage. His philosophy is built on the belief that the ultimate edge in trading comes from the relentless refinement of mathematical models and the cold execution of logic.
Investment Strategies
Alpha Generation Strategies
Systematically identify excess return opportunities through data mining and statistical analysis. We combine multi-factor models with nonlinear time series analysis to capture persistent market inefficiencies.
Arbitrage Execution
Detect cross-exchange price dislocations in real time and automatically execute risk-free arbitrage trades. Our coverage spans statistical arbitrage, triangular arbitrage, and cross-asset basis strategies.
Systematic Trend Following
Algorithm-driven trading system that tracks market trends in real time. Multi-timeframe analysis and adaptive filtering eliminate noise, isolating only the core directional signals worth following.
High-Frequency Trading Models
Research and develop high-performance trading logic that captures millisecond-level micro-volatility. Optimized order execution and market microstructure analysis maximize returns on fleeting opportunities.
Technology & Research
Quantitative Modeling
Simulate markets and forecast price dynamics using proprietary mathematical models. We leverage stochastic calculus, Monte Carlo simulations, and partial differential equations as core analytical tools.
Big Data Infrastructure
Operate a distributed computing infrastructure that ingests and processes hundreds of millions of tick-level data points from global exchanges in real time. Petabyte-scale historical data is queryable in milliseconds.
Machine Learning Integration
Apply deep learning and NLP to analyze sentiment in unstructured data — news, social media, and regulatory filings — and predict market impact. Reinforcement learning continuously refines portfolio optimization models.
Risk Management Framework
Multi-layered risk control system monitored 24/7. Real-time VaR, CVaR, and stress testing trigger immediate position adjustments when predefined thresholds are breached.
Careers
We are always looking for exceptional individuals who thrive at the intersection of mathematics, technology, and markets. If you are driven by intellectual curiosity and want to solve some of the hardest problems in quantitative finance, we'd like to hear from you.
Quantitative Researcher
Full-timeDevelop and refine alpha-generating strategies using statistical modeling, machine learning, and large-scale data analysis.
Systems Engineer
Full-timeBuild and maintain low-latency trading infrastructure, real-time data pipelines, and distributed computing systems.
Data Scientist
Full-timeExtract actionable insights from alternative datasets and design features that enhance our predictive models.
Don't see a role that fits? We're always open to hearing from talented people.
careers@lucylabs.net