About

I’m an independent trader and organizational psychologist (PhD, Columbia). After several years building analytics and measurement systems in crypto communities and early-stage startups, I’ve shifted my focus toward systematic discretionary trading. My approach is consistency-first execution, disciplined testing, and data-driven feedback loops. I am building trading tools with a focus on: underwriting risk, improving decision quality under uncertainty, and compounding over time.

Markets I’m most familiar with are crypto assets, but increasingly find myself trading onchain commodities, equities and indices.

Additionally, I work on organiational capability-building, cross-sector coordination, and accountability systems that can be measured and verified. I am returning to Thammasat University to teach Sustainable Organization Management for the MA in Social Innovation & Sustainability program (spring 2027) at the School of Global Studies.

Alongside trading and teaching, I do AI bricolage, muay thai and meditation.

I’m based in Bangkok with my wife and our six year old twins.

Start here

This site is a small operating system for my work: three pillars (markets, teaching, AI), things I’m doing now, general writings that sit outside those pillars, and an archive (footer) for older material.

Around the web

How to cite

Markdown example

Paul Apivat Hanvongse, _Risk budget and sleeves — a working framework_, paulapivat.com, 2026-02-10, https://paulapivat.com/markets/risk-budget-framework/

APA (7th ed.) style example

Hanvongse, P. A. (2026, February 10). Risk budget and sleeves — a working framework. paulapivat.com. https://paulapivat.com/markets/risk-budget-framework/

For posts with Tier 2 (access: summary) pages, cite the on-site summary URL; the private memo URL is for people you have already granted access—not for public reference lists.

Licensing

Site code may be under an open-source license (see the repository LICENSE). Content is © Paul Apivat Hanvongse unless an individual post declares otherwise in frontmatter.