Fang, YenChih

Quant

Design trading strategy on Stocks, Futures, Options of Taiwan, CME, cyrpto exchange like Bitmex, FTX, Binance, Bybit, Some DEX..etc.

Strategy:
- CTA, Pair Trade
- Multi-exchange Arbitrage
- Asset Allocation.

Skill:
- Linux
- git/gitlab/github
- Python/Dash/plotly
- MongoDB/Redis
- API/Websockets
- FastAPI/GCP
- Backtesting/Optimization.
- Multicharts

  Taiwan

 

技能

Tech Stack

   Python      Linux     MongoDB      Reids      GCP   

Trading relative

   MetaTrader4/5      FastAPI      Plotly/Dash      Multicharts      Defi/DEX/CEX   


工作經歷


Portfolio manager

ALGO virtual

十一月 2021 - 四月 2022
Taipei, Taiwan

ETF Portfolio Design:
- CTA: asset allocated by correlation, Volatility, fluidity...etc in CEX.
- Arbitrage: Multi-Exchange Funding, Spread, fluidity.
- Defi: seeking stable, low-risk fixed income with stable coin and some other similar porduct of defi or DEX.
- Rebalance in fixed Period to evaluate if ETF remain sharp ratio and low-risk-exposure .

System Design(hands on as well):
- Order Service:
- Price/Amount/Notional limit-checking with each order, Position/Asset Auto checking, include Stop order, Trailing Stop Order.
- (working on) batch order sending with order pool.
- on Python/Flask/FastAPI/MongoDB/GCP(Ubuntu Linux).
- DataCenter with MongoDB include (not limit) event driven update, Data Clean.(Atlas or localhost on both)
- Strategy Management/Converge for multi-strategy trading in the same account with different weight.
- Report visualization with Dash base on python.
- Backtesting with Pandas or Multicharts.
- Strategy evaluate with optimization with python or multicharts.

Duty:
- Control ETF risk and adjust the para if needed.
- Developed/optimized strategy.
- Upgrade trading system.
- Tracing portfolio performance and improved.

Credit:
- import Multichart to accelerated strategy design.
- import fastapi/gcp to make pipline with portfolio.
- import NoSQL like Mongodb to bulit a faster DataCenter and order manage schema.
- import Order/Position checking method to decreasing the risk and make ETF performance easier to trace back.
- Manage above 3 million USD ETF and make average round 1-5% percentage per month.

Trader

BING Capital

三月 2021 - 十一月 2021
Taipei, Taiwan

- Design(hands on) Market Making System of America Stocks.
- Including :
1. Multi-Exchange API Connection: Tiger stocks, zvsts stocks, Valuable Capital Limited, Futu Inc. and Interactive borker(IB)
2. Distributed order crossing Multi-Server and Multi-Broker.
3. Over fifteen million(15,000,000) USD Dollar at the same time.
4. Strategy Control/Monitoring Interface by Dash(python)
5. Cooperate by Mongo Atlas/GCP distributed in 13 server.

CTA Trader

bitshen

三月 2020 - 一月 2021
Taipei, Taiwan

# Design CTA strategy trading on Bitmex, Binance, FTX with BTC, ETH etc...

Strategy:
- CTA
- Pair Trade
- Arbitrage
- Funding Rate

Skill:
- Python
- Dash
- MongoDB
- GCP
- Multichart
- API/Websocket

Project manager

ANVO

十月 2018 - 十月 2019
Taipei, Taiwan

# Project Manager.
- Competitor Researching.
- Cooperated between tech, operating and agents department.
- Designed the business model, included advantage, platform, operating SOP.
- Managed three business at same time as PM:
- Collected all the requirement and arranged the schedule.
- Reconstructed the design of 3 different platforms.


- Extra :
- Risk management SOP.
- Financial SOP.
- review all deposits and withdrawals.
- recheck account balance sheet with main group Accountant.
- Created a new SOP of financial department.
- Make risk management SOP
- Preventing cross, pair trade, and OTC arbitrage.

- Financial SOP:
- Design a program to increasing 50% settlement
- Decreasing 20% rate of bad account.

- review all deposits and withdrawals.
- Tech group communicated.

Private Trader

Personal Client Authorized

十月 2015 - 三月 2019
Taipei, Taiwan

Including:
- Futures and Options of Taiwan-Index.
- Futures of America-Dow Jones Index.
- Futures of America-Light oil and Gold products.
- Futures of Hong Kong-Hang Seng Index

Task:
- Used quant and statistic method to improving the profit and decreasing the risk of portfolio.
- Design the Auto Trading Strategy for all kind of pattern of market.

Achievement:
- Average 30-50% net profit per years.

trader

Shin Hua tech.

七月 2018 - 十月 2018
Taipei, Taiwan

- main work:
- daily cryptocurrencies trading report.
- Pair trade cross cryptocurrency Exchanges.
- Development swing strategist on Multicharts.
- Designed a contract-type merchandise.
- Using Crawler of python for news from other platform.

CEO

GuideDesign

十月 2012 - 十月 2017
Taipei, Taiwan

# Main:
- Requirement collecting.
- Development-arranging(as a PM)
- Strategy/program designing/ testing

future trader

Shua Hua

七月 2015 - 十月 2015
Taipei, Taiwan

- Developed CTA strategy on Multicharts.
- Average 30% profit per year.

學歷

2012 - 2017

TamKang University

econimic

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