Michael Han, Developer in Taipei, Taiwan
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Michael Han

Verified Expert  in Engineering

Software Developer

Taipei, Taiwan

Toptal member since December 26, 2018

Bio

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.

Portfolio

UG Funds
FactSet, Bloomberg, Python
ClearMacro
F#, MySQL, .NET, C#

Experience

  • Python - 6 years
  • SQL - 5 years
  • C# - 4 years
  • F# - 4 years

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.

Work Experience

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#

China Equity Sector Classification via Unsupervised Clusters

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

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.
2013 - 2014

Master of Science Degree in Finance

Imperial College London - London, England

2010 - 2013

Bachelor of Science Degree in Business Finance

Durham University - Durham, UK

Libraries/APIs

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

Tools

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

Languages

Python, C#, F#, SQL, T-SQL (Transact-SQL)

Platforms

Jupyter Notebook

Frameworks

.NET

Storage

MySQL, PostgreSQL

Other

Bokeh, FactSet

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