Quant Specialist
2017 - PRESENTUG Funds- Researched trading ideas.
- Developed actionable trading signals.
- Monitored and managed portfolios.
- Developed and deployed trading algorithms.
- Designed routine data update procedures and reporting.
Technologies: Factset, Bloomberg, PythonQuant Developer
2014 - 2017ClearMacro- Researched and developed programs for systematic trading strategies and tools based on macro fundamentals signal.
- Worked with trading systems built in .NET Framework, primarily code data analytic functions in F# and C# for automated portfolio rebalancing.
- Supported SQL database design and management.
Technologies: F#, MySQL, .NET, C#
Michael Han
Software Developer in Taipei, Taiwan
Member since October 3, 2018
Michael is an analytics professional with experience developing solutions for fintech companies and has served as a quantitative researcher and trader for buy-side funds. His core expertise is in developing statistical and machine learning models for insight or deployment into products. He enjoys developing models in Python or C#/F#, and visualizations in Python or JS.
Michael is now available for hire
Availability
Part-time
Preferred Environment
Git, F#, C#, Emacs, IPython, Python
The most amazing...
...project is a comprehensive portfolio analytics system that breaks down individual exposures and adjusts according to outlook and preference automatically.
Employment
Experience
- China Equity Sector Classification via Unsupervised Clusters (Development)
Hierarchical cluster of Chinese A-Shares through hybrid distance measured, derived a combination of:
- Random Forest proximity measure on price reaction to factors
- Macro sensitivities
- Reaction to policy shocks - Retail Investor Sentiment Analysis (Development)
Collected and scraped retail investor sentiment statistics on broad market and specific stocks from Chinese social media (Weibo and Xueqiu) to derive feature to better analyze retail participation. Cross-validated with margin investor participation.
Skills
Languages
Python, C#, F#, SQL, T-SQLLibraries/APIs
Scikit-learn, SciPy, Matplotlib, React, D3.jsTools
Plotly, IPython Notebook, IPython, Emacs, Git, Bloomberg, Atom, TableauPlatforms
Jupyter NotebookOther
Bokeh, FactsetFrameworks
.NETStorage
MySQL, PostgreSQL
Education
- Master of Science degree in Finance2013 - 2014Imperial College London - London, England
- Bachelor of Science degree in Business Finance2010 - 2013Durham University - Durham, UK
