dw.
SYSTEMS / MARKETS / INTELLIGENCE

Damien Wang.

Building systems.
Exploring what’s possible.

My work connects distributed computing, quantitative research, and AI—with a curiosity for how systems behave and how people think.

Explore my projects
ENGINEERING & RESEARCHSELECTED WORK / 01—04

Selected work

From market infrastructure to human questions.

01 / DISTRIBUTED SYSTEMSPublic repository

DamBackTest

The infrastructure behind a backtest.

A distributed backtesting prototype built for CMU’s Distributed Systems coursework. It separates metadata coordination, job execution, and chunked market-data storage so each has a clear role.

Coordinators use Raft to replicate metadata and elect a leader. Workers retrieve data over RPC, execute jobs, and return results—exploring how research workloads can run across machines.

GoRaft consensusRPC
View repository
01. SYSTEM ARCHITECTUREFLOW →
Client
RAFT / METADATA REPLICATION
C₁
Leader
C₃
Worker 01
Worker 02
DataNode / market data
02 / PARALLEL COMPUTINGPublic repository

Longstaff–Schwartz
Solver

A computational problem. Many paths forward.

A high-performance American option pricing project for CMU 15-418. The solver simulates asset-price paths and uses least-squares regression to estimate whether an option should be exercised early or held.

The repository explores a baseline implementation alongside optimized CPU, MPI, and CUDA GPU variants, with benchmark scripts and reports for studying parallel execution.

C++CUDAMPIMonte Carlo
View repository
02. MONTE CARLO PATHSILLUSTRATION
Schematic asset-price paths diverging over time, not measured resultst = 0MATURITY →
simulate → regress → exercise
03 / AI & QUANTITATIVE RESEARCHIn development

Scalable Multi-Agent
Market Simulator

Model the participants. Explore the market.

SAMS separates a shared Transformer-based market interpreter from 24 independent, stateful decision agents. Built in PyTorch on Optiver data, it combines their actions through a learned population gate to model future market states.

The public demo explores observed markets and counterfactual rollouts alongside individual agent behavior. The project placed 2nd in the AI Innovation track at the BigQuant 2026 Global Competition North America Final at UC Berkeley.

Multi-agent learningMarket simulation
alpha_model Paper & code

Currently private. Repository access is restricted.

SAMS dashboard showing market prices, counterfactual rollouts, and 24 recurrent participant agents
SAMS / MARKET SIMULATIONView full image ↗
04 / AI & PHILOSOPHYProduct

OUSI.

Philosophy in the AI era.

OUSI brings philosophical thinking into everyday life. It uses AI to help people examine a situation, question their assumptions, and explore different philosophical perspectives.

The product centers on reflection and inquiry: making the ideas and methods of philosophy something people can engage with as they navigate decisions, uncertainty, and the questions that matter to them.

AIPhilosophical inquiryProduct engineering
Explore ousi.ai
OUSI product artwork featuring a philosophical council with Jean-Paul Sartre and Marcus Aurelius
OUSI / STATEFUL AI FOR REFLECTIONView full image ↗