Michael Han, Software Developer in Taipei, Taiwan
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

Portfolio

Experience

Location

Taipei, Taiwan

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

  • Quant Specialist

    2017 - PRESENT
    UG 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, Python
  • Quant Developer

    2014 - 2017
    ClearMacro
    • 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#

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-SQL
  • Libraries/APIs

    Scikit-learn, SciPy, Matplotlib, React, D3.js
  • Tools

    Plotly, IPython Notebook, IPython, Emacs, Git, Bloomberg, Atom, Tableau
  • Platforms

    Jupyter Notebook
  • Other

    Bokeh, Factset
  • Frameworks

    .NET
  • Storage

    MySQL, PostgreSQL

Education

  • Master of Science degree in Finance
    2013 - 2014
    Imperial College London - London, England
  • Bachelor of Science degree in Business Finance
    2010 - 2013
    Durham University - Durham, UK

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