Quantitative Trader
2010 - 2013Two Sigma- Created systematic forecasts and trading strategies for exchange-traded equities in US, EU, and Asia.
- Analyzed and joined many public and proprietary data sets to predict future returns and prices.
Technologies: Python, JavaQuantitative Developer
2007 - 2009D. E. Shaw and Co.- Fixed Income Analytics.
- Forecasted mortgage prepayment and default at the deal level and individual loan level.
- Developed credit default analysis on residential mortgages.
Technologies: Perl, Python, C++Software Design Engineer
2004 - 2007MIcrosoft- Contributed to mobile development on the Windows Phone team.
Technologies: C++
Lee Lin
Equity Derivatives Developer in Las Vegas, NV, United States
Member since June 27, 2018
Lee graduated from MIT with Bachelor's and Master's degrees in Computer Science, Math, and Electrical Engineering. He has also obtained an MBA from Harvard Business School. With over 15 years of experience developing software for hedge funds, startups, and large software companies, he is excited to put his expertise to work for new clients.
Lee is now available for hire
Portfolio
- Two SigmaPython, Java
- D. E. Shaw and Co.Perl, Python, C++
- MIcrosoftC++
Experience
- AI Design 15 years
- Equity Derivatives 15 years
- Options Trading 15 years
- Machine Learning 10 years
- Reinforcement Learning 10 years
- Quantitative Analysis 10 years
- Artificial Intelligence (AI) 10 years
- Python 4 years
Availability
Part-time
Preferred Environment
Emacs
The most amazing...
...game I've built is a Dr. Mario AI that uses Nintendo Wii-motes to compete. I've also created a real estate photo classification tool that outperforms brokers.
Employment
Experience
- RealtyHop (Development)https://www.realtyhop.com
Website designed for real estate investors to research and discover under-priced condo and co-op deals across the country.
Skills
Languages
PHP 7, SQL, Python, JavaScript, Java, C++, PerlOther
Linear Regression, Options Trading, Quantitative Analysis, Machine Learning, Artificial Intelligence (AI), Deep Reinforcement Learning, Reinforcement Learning, Equity Derivatives, AI Design, Software DevelopmentTools
Emacs
Education
- Master of Business Administration degree in Business Administration2016 - 2017Harvard Business School - Boston, MA
- Masters of Engineering degree in Computer Science and Math1999 - 2004MIT - Cambridge, MA
