Pengrui Huang, Developer in Shanghai, China
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Pengrui Huang

Verified Expert  in Engineering

Data Engineer and Developer

Shanghai, China

Toptal member since September 5, 2022

Bio

Pengrui is a data engineer with over six years of experience. He is also a full-stack software engineer working remotely with English-speaking team members. He specializes in hedge funds, builds data platforms for quantitative trading, and leads projects in different environments and languages. Pengrui joined Toptal because he enjoys freelancing and wants to work on the best projects.

Portfolio

Hangzhou Kunteng Technology
R, Python, Java, SQL, Docker, Apache Kafka, C++, PostgreSQL, Scala...
Zhejiang Yingmai Asset Management
Python, R, C++, SQL Server, ETL, SQL, Apache Airflow, Flask, Redis, Database...
Hangzhou Fenghe Asset Management
R, Python, SQL, SQL Server, Database, Data Scraping, Data Science...

Experience

Availability

Part-time

Preferred Environment

R, Python, Java, SQL, RStudio, Linux, Git, IntelliJ IDEA, Docker

The most amazing...

...project I've built is a software that runs automated trading 24/7 with dozens of quantitative models, managing a multimillion-dollar asset.

Work Experience

Co-founder

2020 - PRESENT
Hangzhou Kunteng Technology
  • Engineered a real-time ETL system processing data from several cryptocurrency exchanges. Features included failed job recovery, progress monitoring, dynamic job generation, and data sharing among jobs.
  • Created a readable, expressive R-based internal DSL, which unified quantitative factor syntax, improving the productivity of researchers.
  • Built a quantitative strategy management system using parallelism and caching, enabling the quantitative strategies to be studied and used for trading directly.
  • Designed interfaces and protocols among sub-systems running 24/7 with dozens of quantitative models, which resulted in robust performance.
  • Assembled an automated trading system and deployed it on AWS.
  • Introduced algorithmic trading that optimized order execution, saving an estimated $1.5 million per year compared to placing market orders.
  • Created applications for a trading platform, including web-based admin interfaces, error alerts, position deviation tracking, order execution tracking, and trading collation.
Technologies: R, Python, Java, SQL, Docker, Apache Kafka, C++, PostgreSQL, Scala, RStudio Shiny, Prometheus, Grafana, Akka, Linux, AWS, Spring, REST API, Data Engineering, Nginx, Microservices Development, Docker Compose, Git, Data Architecture, API Development, Algorithms, Quantitative Research, Algorithmic Trading Analysis, Cryptocurrency

Senior Quantitative Developer

2018 - 2020
Zhejiang Yingmai Asset Management
  • Developed automatic trading software based on the CTP interface of the futures exchanges. It included daily order placement, intraday account monitoring, and after-hours data analysis.
  • Created a research platform to automate and standardize quantitative strategy development and production lifecycle.
  • Automated PDF generation using R Markdown and ggplot2 to obtain data pipeline status, account reports, and strategy backtesting reports.
  • Created an interactive web-based dashboard with plot.ly, including a real-time profit chart and market indicator chart.
  • Built a real-time trading signal pushing app with GUI interface in C#.
Technologies: Python, R, C++, SQL Server, ETL, SQL, Apache Airflow, Flask, Redis, Database, Bash, MongoDB, NumPy, Back-end Developers, RStudio Shiny, Plotly, C#, API Development, Data Engineering, Git, Data Architecture, PostgreSQL, Algorithms, Quantitative Research, Algorithmic Trading Analysis

Quantitative Researcher

2016 - 2018
Hangzhou Fenghe Asset Management
  • Established a data pipeline consisting of data collection, data cleaning and storage, script scheduling, monitoring, and alarms.
  • Developed an expression-based calculation framework and used it to search for short-term volume price indicators in the China stock market.
  • Researched and traded CTA and alternative data strategies in the market in China.
Technologies: R, Python, SQL, SQL Server, Database, Data Scraping, Data Science, Windows PowerShell, RStudio Shiny, RStudio, Plotly, Pandas, Git, Algorithms, Quantitative Research

Automated Trading System for Cryptocurrency Market

The project aims to run quantitative models to predict the cryptocurrency market and automated trading with robust performance.

I led two engineers in building the trading system from scratch. As the technical lead, I oversaw designing and building key components, including a workflow schedule framework and data pipelines running on it, a strategy management system, a web-based dashboard, an algorithmic trading module, and integrations of various components by designing interfaces and protocols.
2012 - 2016

Bachelor's Degree in Physics

University of Science and Technology of China - Hefei, China

Libraries/APIs

API Development, REST API, Pandas, NumPy

Tools

Grafana, Apache Airflow, PyCharm, Git, Nginx, Docker Compose, Plotly, IntelliJ IDEA

Languages

R, Python, Java, SQL, C++, Scala, C#, Bash

Frameworks

RStudio Shiny, Akka, Spring, Flask, Windows PowerShell

Paradigms

Quantitative Research, ETL, Microservices Development, Unit Testing, Functional Programming, Object-oriented Design (OOD)

Platforms

Linux, Docker, Apache Kafka, AWS, RStudio

Storage

PostgreSQL, Database, SQL Server, SQL Server, Redis, MongoDB

Other

Data Visualization, Data Science, Data Architecture, Algorithms, Algorithmic Trading Analysis, Cryptocurrency, Prometheus, Data Engineering, Data Scraping, Back-end Developers, Data Warehouse

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