Quantitative finance, C++, and Python. I write a daily newsletter, run a quant community, and build QuantFinanceWiki.com.
Open to brand and business deals: johannesmeyer2017@gmail.com
I am 19 and in my first year of a BCom in Econometrics and Quantitative Economics at Stellenbosch University (2026 to 2028). I code mainly in C++, with a focus on high-performance computing, algorithms, and data structures, and use Python for machine learning and option pricing models. I trade ETFs and forex independently on a rules-based system.
Quant Enthusiasts. A quantitative finance community of 100,000+ members across Discord, WhatsApp, Instagram, YouTube, and TikTok. It includes a mentorship channel connecting students with working practitioners.
Quant Enthusiasts newsletter. Daily coverage of the quant industry on Substack, currently at 13,000 subscribers. Hedge fund and prop firm news, firm breakdowns built from filings and primary sources, pay data by firm and seniority, and hiring timelines.
QuantFinanceWiki.com. A free career platform I built and maintain in React and Python. 26 role roadmaps, 1,557 interview questions with worked solutions, 99 firm profiles, and 495 articles. No ads, and the core stays free.
Quant Conversations. A podcast of interviews with people working in quant roles, from traders to researchers.
Autonomai Recruitment. Content strategist since June 2026. I run a six-account LinkedIn network for a London fintech and HFT recruiter and write the technical content on it.
Also a Dell Pro Precision Ambassador and a founding creator at Cliqk.
| Repository | Language | What it does |
|---|---|---|
| Quant-Enthusiasts-Risk-Engine | C++ | Risk and pricing engine written from scratch with no external libraries. Monte Carlo simulation, VaR and CVaR, derivatives pricing. |
| AlgorithmicTradingEngine | Python | Signal generation, execution, and position management for ETF and forex strategies. |
| QuantFinanceWiki | React, Python | The full stack behind quantfinancewiki.com. |
| Quant-Job-Scraper | Python | Asynchronous scraper that aggregates quant job postings from top firms. |
| Mean-Reversion-Strategy | C++ | Rolling statistics, z-score signals, and a backtest loop. |
| Quant-Resources | Markdown | Curated open-source books, papers, and materials for quant preparation. |
Languages: C++, Python, JavaScript, React, C
Python stack: NumPy, pandas, scikit-learn, Matplotlib, Jupyter, asyncio
Methods: probability and statistics, stochastic calculus, Black-Scholes, Monte Carlo, VaR and CVaR, mean reversion and statistical arbitrage signals, factor modelling, backtesting
Systems: multithreading, cache-aware data structures, low-latency design
Platforms: Git, Linux, Firebase
- LinkedIn: johannes-meyer-young-and-calculated
- Site: quantfinancewiki.com
- Newsletter: youngandcalculated.substack.com
- Discord: Quant Enthusiasts
- Instagram: @quant_enthusiasts
- Email: johannesmeyer2017@gmail.com