DBEH :: QUANT.TRADER
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The Portfolio

Darrance Beh.

US Market Quant Researcher & Trader

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 on Prism Lake. Seeking Quantitative Research and Trading roles.

// Computer Science Major | Prism Lake Founder | L'Oréal Data Intern

Darrance Beh.

Darrance

16 December 2025 | My 21st

Computer Science
Education
01
5 Years
In the Market Experience
02
RM600 → 6-Figs
Track Record (Last 5 Years)
03
Momentum/Catalyst
Strategy
04

Beyond the Markets

I have a distinct inability to do things 'casually.'

It started at 15 during the COVID lockdowns. While everyone else was hopping on the Dalgona coffee trend, I found myself trading digital commodities (skins) on the Steam Community Market, completely unaware at the time that I was essentially arbitrage trading. I started my trading journey with just RM600 (which I had to beg my parents to lend me), all in the mission for more allowance money. Five years later, that measly RM600 has compounded into fully paid-for tuition and a comfortable lifestyle for present me.

Since young, I've started viewing the word through the lens of game theory and behavioral economics. I was, and am, obsessed with analyzing and predicting human behavior and irrationality, whether it's in the financial markets, competitive gaming, or social dynamics.

This obsession explains why I treat hobbies like competitive sports. I didn't just play video games, I actually grinded to become a top-nation esports player in a game called Brawlhalla and osu!mania. I didn't just play VALORANT, I built the VALORANT Malaysia Discord until the official VALORANT Asia server absorbed us. I didn't just chat on Discord, I founded 'The Coffee Shop' and 'unintentionally' grew it into the region’s fastest-growing server, breaking growth records just to see if I could.

Even my downtime is associated with competition. I used to be really into Chess (1500 FIDE), I was a KL state-level debater (I love adversarial thinking), a competitive programmer (I type and think fast), and a speedcuber (fast hands). When I’m not literally obsessing over the markets, I’m usually trying to bench press 1.5x my bodyweight (100kg @ 67kg) without passing out. I also love having deep, late-night talks and mock debates about existentialism because if we aren't challenging our priors, are we even learning?

3x3 Cube PR: 12.931s; 2x2 Cube PR: 5.863s
Steeps His Own Cold Brews
Loves Strategy Games & Chess
Loves Hiking & Nature
"The market is a psychological battlefield of human irrationality, disguised as a math problem."
Darrance Beh Heng Shek

Click to reveal the story behind this quote

Trade Ledger (Experience)

Prism Lake

P&L
OPEN
Active
Founder & Quant Researcher2025 - PresentRemote, MalaysiaStartup

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.

StartupPythonQuantitative ResearchRisk ManagementMarket AnalysisEquities & Derivatives

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.

Active daily trading involving analyzing live price action market microstructure, and managing positions and exposure.
Developed pricing strategies to evaluate sentiment, catalyst and global macro-driven events in US equities and options.
Developed multi-factor momentum models with backtested Sharpe > 1.8.
Built real-time market scanning infrastructure using Python and WebSocket APIs.
Actively publishing technical market research and articles on quantitative trading strategies, market analysis, and proprietary insights through Prism Lake Intelligence.
Trading Philosophy
Genesis Paper
10-15 min read

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."
Read Full Paper
Blog & ResearchVisit prismlake.com/research
3 articles published • Latest: December 2025
Breakouts (Projects)

Prism Lake

Malaysia's pioneering quantitative research and proprietary trading firm, specializing in US Equities & Derivatives.

Quantitative ResearchStartup

Prism Lake Intelligence

Prism Lake's proprietary market research publication platform, delivering in-depth market analysis and trading insights on US markets.

Market ResearchPublications

The Portfolio

This website. My fourth iteration on my personal portfolio.

Next.jsTailwind v4
Capital Allocation

Discretionary Holdings

US

Active position trading in US equities. High-conviction plays based on momentum and technical structure.

70%

Long-Term Holdings

US ETFs

Passive core allocation in US index ETFs. Strategic beta exposure for portfolio stability.

20%

Speculative Risk Assets

US

High-risk, high-reward positions. Volatility plays and event-driven opportunities.

10%

Active allocation as of December 2025 • US Markets Focus

Tech Stack

Quantitative

PythonPandasNumPy.ipynbBacktrader

Data & APIs

WebSocketsREST APIsPostgreSQLRedis

Web Development

TypeScriptReactNext.jsTailwind CSS

Infrastructure

GitDockerLinuxCloud DeploymentAWS/GCP
Liquidity & Opportunities
ACTIVE TRADER & INVESTOR | OPEN TO QUANT / TRADING OPPORTUNITIES

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.

GitHubLinkedIndarrancebeh@gmail.com
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© 2025 Darrance Beh
Last updated: December 2025