Amphichiral Labs

Moses Lua

Machine Learning & Systems Engineer

I run Amphichiral Labs An independent AI research lab specializing in LLM quantized models for ML and physics processing, with a focus on hardware in robotics and sensor technologies. Self-taught through MIT OCW and primary texts in mathematics, physics, and machine learning — applied to real-time systems, trading intelligence, and autonomous research pipelines.

Flux Engine

Rust · 2025 – Present

Multi-chain, event-driven crypto trading library — high-performance order book, backtesting, and cross-venue arbitrage

Rust trading library supporting BTC, SOL, BNB across Binance and Solana venues. Built for production-grade execution with focus on speed and reliability.

  • Price-time priority order book: O(log n) insert/cancel via nested BTreeMaps, targets 1M+ orders/sec
  • Multi-chain support: Binance (BNB Chain), Solana, Bitcoin
  • Binance REST + WebSocket: Live trades, depth updates, klines, 24h ticker
  • Event-driven backtester: Replay any market event stream against a strategy
  • Strategy trait: Implement custom algos — comes with SpreadHunter and MeanReversion
  • Cross-venue arbitrage: ArbitrageOpportunity struct for cross-market spread detection

Benchmark Targets

  • orderbook_insert: 10k orders → <10ms
  • orderbook_cancel: 1k cancels → <5ms
  • spread_query: 1k levels → <1µs
  • top_n: 1k levels → <5µs
Rust Binance API Solana RPC WebSocket Backtesting High Frequency

Intent Engine

TypeScript · 2025 – Present

MCP server for on-chain data — live Solana/BNB queries for AI agents

Gives AI agents (Claude, Hermes, any MCP-compatible agent) the ability to query live on-chain data without human intermediation. Wallets, mempool, prices, trending coins — all accessible via the Model Context Protocol.

Available Tools

  • get-price: Live price + 24h change for any token
  • get-orderbook: Top N bid/ask levels for any market
  • get-market-regime: Trend/range/volatile classification (ADX + ATR)
  • get-portfolio: Wallet token balances + USD value
  • get-trade-history: Recent trades for a wallet
  • get-pending-txs: Pending Solana txs by fee tip
  • get-mempool: Mempool snapshot: fee histogram, slot info
  • get-mev-signals: MEV detection: sandwich, dust attacks, unusual tips
  • simulate-tx: Run a Solana tx against live state
  • get-trending-coins: Top coins by 24h volume from DexScreener
  • get-narrative-signals: Active market narratives (MemeETF, AI Agent, etc)

Data Sources

  • Solana: Jupiter Price API, Jupiter SRWS, Solana RPC, Jito Block Engine, DexScreener
  • Binance: Binance REST for prices, depth, klines
TypeScript MCP Solana Binance AI Agents WebSocket

Stochs

Rust · Python · TypeScript · 2024 – Present

Real-Time Equity Intelligence Platform — ingests 500+ data feeds, dual LLM pipeline for sentiment extraction, and ML-driven breakout signal scoring

Production trading intelligence platform processing 500+ data feeds (Polygon.io, Alpha Vantage, Finnhub, Reddit/WSB, X, TikTok, NewsAPI) normalized via Kafka with Rust/C++ hot-paths on TimescaleDB targeting sub-400ms latency.

  • Dual LLM pipeline (Claude + FinBERT) for sentiment extraction and sarcasm detection
  • 1,536-dim vector embeddings in pgvector using MEV-inspired similarity search
  • Unicorn Scorer: 0–100 breakout signals via cosine similarity against 50+ historical templates
  • Enterprise ML licensing to hedge funds; pre-seed raising $1.5–2M
Rust Kafka TimescaleDB pgvector Claude API FinBERT Python

Solana MEV Sniping Bot

Rust · 2025 – Present

Real-time mint streaming, on-chain layout parsing, and sub-slot execution via Jito bundles

Automated trading system for Solana DeFi, streaming mints via gRPC/Yellowstone, parsing Raydium/pump.fun layouts on-chain, executing sub-slot entries via Jito bundles with configurable bankroll management.

Rust Solana Web3 Jito Bundles gRPC Foundry

Polymarket Six-Agent Trading Pipeline

Python · 2025 – Present

Autonomous prediction market pipeline with Scan → Research → Predict → Risk → Execute → Compound stages

Multi-agent autonomous system for pricing and executing prediction market positions. Risk layer grounded in probability & statistics coursework. Each agent specializes in a stage with feedback loops for continuous improvement.

Python LLM Agents Risk Management WebSocket

Stealth DeFi Project

Python · Rust · 2026 – Present

Real-time altcoin intelligence platform that transforms raw social and on-chain signals into actionable breakout signals

Proprietary multi-source data pipeline that identifies memecoin breakout probability by quantifying the variables that drive price action. Rather than relying on lagging technical indicators, delivers full analysis inline the moment you open a coin.

  • Real-time social signal aggregation across multiple platforms
  • On-chain flow analysis for whale wallet tracking and positioning
  • Custom scoring engine based on actual breakout drivers
  • Automated inline analysis delivery on coin pages
Python Rust WebSocket Redis NLP

Weather & Markets

Python · 2026 – Present

Evaluating how snowfall in the US, EU, and Russia moves energy futures, commodities, and prediction markets

Using Markov chains and ML to model how snow levels affect energy markets. Pulling data from weather APIs, satellite imagery, road blocks, and airplane delays to predict moves in natural gas, power futures, and heating oil.

  • Energy futures: NG (NYMEX), TTF, LNG, power (PJM, ISO-NE)
  • Commodities: WTI, Brent, ULSD, heating oil
  • Prediction markets on weather events
  • Satellite and weather API integration
Python Markov Chains ML Weather API Satellite Data

LLM Fine-tuning & Agent Training

Python · Rust · 2024 – Present

Production-grade LLM training pipelines for trading agents, domain-specific classifiers, and autonomous research systems

Building custom LLM training infrastructure using Unsloth for parameter-efficient fine-tuning at scale. Applied to financial sentiment analysis, autonomous trading agents, and multi-agent research coordination systems.

Architecture

  • Base Model Adaptation: LoRA/QLoRA fine-tuning on Llama 3.1, Mistral, and Qwen2 architectures with 4-bit quantization for cost efficiency
  • Domain Specialization: Custom training pipelines for financial text (earnings calls, SEC filings, macro news) and code generation (trading strategies, backtesting frameworks)
  • Multi-Agent Training: Training coordinated agent systems where each agent specializes in research, execution, risk, or analysis stages
  • RLHF Alignment: Preference learning with DPO/PPO for trading signal quality and research reasoning fidelity
  • Curriculum Learning: Progressive training schedules that build complexity (syntax → semantics → reasoning → execution)

Training Infrastructure

  • Multi-node distributed training with FSDP on custom GPU clusters
  • Custom data pipelines: filtering, deduplication, quality scoring, synthetic data generation
  • Evaluation frameworks: MMLU-pro, HumanEval, financial reasoning benchmarks
  • Model serving with vLLM for sub-100ms inference at production scale
Unsloth vLLM LoRA/QLoRA FSDP DPO/PPO PyTorch DeepSpeed Ray

AutoResearchClaw — Autonomous Research Pipeline

Python · 2024 – Present

23-stage autonomous research pipeline that transforms research ideas into conference-ready papers with verified experiments

Contributed to AutoResearchClaw, an open-source autonomous research framework that achieved 10,000+ GitHub stars. The system autonomously produces academic papers through multi-stage pipelines with verified experiments, multi-agent peer review, and LaTeX export for major ML venues.

Pipeline Architecture (23 Stages)

  • Phase A (Research Scoping): Topic definition, problem decomposition, research question formulation
  • Phase B (Literature Discovery): Multi-source paper collection (OpenAlex, Semantic Scholar, arXiv), quality screening with GATE stages
  • Phase C (Knowledge Synthesis): Topic clustering, hypothesis generation via structured reasoning chains
  • Phase D (Experiment Design): Experimental protocols, code generation, resource planning with hardware-aware sandbox selection
  • Phase E (Execution): GPU/MPS/CPU auto-detected execution, iterative refinement loops, result validation
  • Phase F (Analysis): Statistical analysis, proceed/pivot/iterate decision making
  • Phase G (Paper Writing): Full academic paper with LaTeX, multi-agent peer review (4-round audit)
  • Phase H (Finalization): Quality gates, anti-fabrication verification, conference-ready export

Key Technical Features

  • Multi-Agent Orchestration: Specialized agents for code generation, benchmark selection, figure creation, and paper writing coordinated via orchestrator
  • Human-in-the-Loop (HITL): Six intervention modes from fully autonomous to step-by-step co-pilot with dynamic confidence-based pausing
  • Sandbox Execution: Docker-based isolated environments with network policies, AST validation, and anti-hallucination claim verification
  • Vector Search Integration: RAG over research corpus with cosine similarity scoring for literature relevance
  • Cross-Domain Support: Pre-built adapters for math, CS, physics, biology, chemistry, economics with domain-specific skill loading

Showcase Results

  • 8 published papers across 8 domains: random matrix theory, weak IV estimation, SIR/SEIR identifiability, Krylov preconditioners, LoRA optimization, token merging, lace exploration, and RL distillation
  • 2,699+ tests passing with continuous integration
  • +18.3% robustness improvement via MetaClaw cross-run learning integration
Python Multi-Agent Docker RAG LaTeX arXiv/OpenAlex Pytest AST Validation

XAUUSD Monte Carlo Trading System

Python · 2025 – Present

Production-grade research framework for regime-switching models and execution-aware trading simulation

Comprehensive Monte Carlo simulation framework for XAUUSD systematic trading. Combines Markov/HMM regime-switching, Navier-Stokes liquidity flow modeling, macro lead-driver analysis, and execution-aware PnL simulation with active learning.

State Vector: X_t = [m_t, u_t, I_t, rho_t, s_t]

  • m_t = latent fair gold price
  • u_t = price-flow velocity
  • I_t = signed order-flow imbalance
  • rho_t = effective liquidity density
  • s_t = spread/friction state
  • 6 regime states: Asia mean-reversion, London discovery, NY macro impulse, risk-off squeeze, USD pressure, liquidity vacuum
  • Euler-Maruyama discretization of regime-conditioned SDEs
  • Execution model with half-spread cost, slippage, fill realism
  • Stress testing: DXY shock, yield shock, CPI surprise, liquidity collapse
  • Active learning: drift detection, rolling recalibration, champion/challenger framework
  • Python NumPy/SciPy statsmodels HMM Monte Carlo Risk Metrics

    Robustness Study on Leverage Amplification

    Research · 2026 – Present

    Empirical analysis of how leverage amplifies liquidation risk in DeFi lending markets during market crises

    Systematic study of leverage amplification dynamics in Aave v2 Ethereum across seven historical crises: USDC depeg, LUNA collapse, ETH flash crashes, and others. Constructs wallet-level position snapshots at event onset and estimates the relationship between pre-event leverage and realized liquidation probability.

    • Core regression: liquidation outcomes on standardized leverage measure with event fixed effects
    • Amplification coefficient: marginal increase in leverage translates to disproportionate liquidation risk
    • Robustness battery: alt leverage definitions, variable event windows (1/3/7-day), per-event subsample stability
    • Heteroskedasticity-robust standard errors throughout
    • Out-of-sample validation: train on five events, evaluate on remaining two with explicit prediction errors
    Python On-chain Data Regression Analysis Statistics Aave v2

    Experience

    Amphichiral Labs

    Jan 2026 – Present

    ML Researcher · Parent Organization · Asia

    Independent AI research lab specializing in LLM quantized models for ML and physics processing, with a focus on hardware in robotics and sensor technologies. Self-taught through MIT OCW and primary texts in mathematics, physics, and machine learning — applied to real-time systems, trading intelligence, and autonomous research pipelines.

    Focus: LLM Quantization & Training

    Clawtabaru

    Jan 2026 – Present

    Founder · Child org of Amphichiral Labs · Asia

    Outsource specialized AI employees for businesses.

    Stochs

    Jan – Apr 2026

    CEO & Founder · Full-time · Singapore / SF

    Real-time equity intelligence platform processing 500+ data feeds with dual LLM pipeline for sentiment extraction and ML-driven breakout signal scoring. Building enterprise ML licensing to hedge funds.

    Eigen λ

    Jan – Mar 2026

    Founder · Part-time · London

    High-performance learning engine that maps subjects into dynamic skill graphs, tracks mastery probabilistically, and adapts difficulty in real-time. Gamifies acquisition of mathematics, physics, AI, and quantitative finance.

    STEM.IV

    Jan – Feb 2026

    Director · Full-time · Remote (US)

    Directing research opportunities for 20 selected students from 200+ applicants. Leading workshops in Engineering, Biology, Chemistry, Physics, and Mathematics.

    Independent Political & Crypto Analyst

    May 2025 – Present

    X / TikTok · Self-employed · Remote

    Content creation on geopolitics, crypto markets, and trading analysis.

    Retail Trader

    Jan – Jun 2025

    Self-employed · Remote

    Achieved 40% annual returns trading equities and options.

    Debate Coach

    Jan 2025 – Feb 2026

    NSDA / Multiple Schools · Malaysia / Indonesia

    Coached 7 debaters with 3 Provincial Delegates and 2 Nationals Quarterfinalists. One student became top 3 novice in the Indonesian WGM Open. Led teams to #2 and #3 state rankings.

    VALORANT Esports

    Jan 2022 – Jun 2024

    Org Manager & Pro Player · Freelance · Malaysia

    Managed 5+ teams, ran operations, found sponsors and tournaments. Semi-pro player. Immortal 1 rank. Developed HR, event management, and talent-spotting skills.

    Top 0.1% Aimlabs Grandmaster, held 2 world records in aim training.

    Education

    Self-Directed Study

    MIT OpenCourseWare & Primary Textbooks · 2022 – Present

    Mathematics

    18.01–03, 18.06, 18.650, 18.100, 18.102, 18.965

    Calculus I–III, Linear Algebra, Probability, Real & Functional Analysis, Differential Geometry

    Extended via Shreve's Stochastic Calculus, Nualart's Malliavin Calculus, Boyd's Convex Optimization

    Physics

    8.01–03, 8.04/05, 8.323, 8.962

    Classical Mechanics, E&M, QM I & II, QFT, General Relativity

    Via Peskin & Schroeder, Carroll's Spacetime and Geometry

    CS & ML

    6.006, 6.009, 6.036, 6.S191

    Algorithms, ML, Deep Learning

    Applied in LLM pipelines, pgvector embeddings, MEV bot, Polymarket agent

    Coursework

    Self-directed study via MIT OpenCourseWare and primary textbooks — each course connected to real projects.

    Mathematics

    18.01–03 Calculus I–III
    18.06 Linear Algebra
    18.650 Probability & Statistics
    18.100 Real Analysis
    18.102 Functional Analysis
    18.965 Differential Geometry
    Shreve Stochastic Calculus for Finance
    Nualart Malliavin Calculus
    Boyd Convex Optimization

    Physics

    8.01–03 Classical Mechanics, E&M
    8.04/05 QM I & II
    8.323 QFT
    8.962 General Relativity
    Peskin QFT Textbook
    Carroll Spacetime & Geometry

    Machine Learning

    6.036 Machine Learning
    6.034 Artificial Intelligence
    6.047 Computational Genomics
    6.408 Bayesian Modeling
    6.780 Inference & Representation

    Deep Learning

    6.S191 Deep Learning
    6.194 Neural Network Training
    6.198 LLMs & Transformers
    6.415 Large-Scale Learning

    Systems & Infrastructure

    6.172 Performance Engineering
    6.824 Distributed Systems
    6.006 Algorithms
    6.009 Fundamentals of Programming
    6.851 Advanced Data Structures

    Math-Heavy CS

    6.856 Randomized Algorithms
    6.046 Design & Analysis of Algorithms
    6.854 Advanced Algorithms

    Robotics & Signals

    6.141 Robotics: Science and Systems
    6.301 Signals and Systems
    6.011 Signals, Systems & Learning

    Economics & Political Science

    Self-Study Political Science & Economics
    14.30 Econometrics
    14.32 Public Economics
    14.05 Topics in Political Economy

    Quantitative Finance

    15.414 Financial Economics
    18.313 Probability in Finance
    18.600 Probability & Random Variables
    18.085 Methods of Applied Math
    Shreve Stochastic Calculus for Finance I & II
    Hull Options, Futures & Derivatives
    McNeil Quantitative Risk Management

    Skill Constellation

    Hover to explore connections

    Technical Skills

    Languages

    Rust Systems, MEV, Solana
    Python ML, Trading, Data
    C++ Low-latency, Hot paths
    TypeScript Frontend, APIs
    Solidity DeFi, Smart contracts

    Data & Infrastructure

    Kafka Stream processing
    TimescaleDB Time-series storage
    pgvector Vector embeddings
    Redis Caching, Real-time
    Docker Containerization

    ML & Quant

    LLM Fine-tuning LoRA, QLoRA, Unsloth
    Regime Models HMM, Markov switching
    Monte Carlo Simulation, Risk
    Stochastic Calc SDE, Ito calculus
    Risk Management VaR, CVaR, Greeks

    Physics & Engineering

    Classical Mechanics Lagrangian, Hamiltonian
    Electromagnetism Maxwell's equations
    Quantum Mechanics QM I & II, QFT
    Fluid Dynamics Navier-Stokes, CFD
    Statistical Mech. Thermo, Ensembles

    Get in Touch

    Open to consulting, collaborations, and research partnerships.