Long Jian
I am a data analyst at a startup. I have seven years experience on model building, data analysis. I hosted 60+ mathematical models projects and annual trading models reviewed analysis report. I love to dig insights of data and use mathematics to solve actual problems.
Data Analyst
TPE，TW
[email protected]
Skills
Programming
- Scripting languages: R, Python, MATLAB.
- Programming Language: Go
- Statistical software: SAS, SPSS.
- DataBase: SQL.
Statistics
- Analysis: Variance analysis, regression analysis, logistic regression analysis, principal component analysis.
- Hands-on Data type: Numerical data, time series data, categorical data, text data, imbalance data.
Languages
Mandarin, English
Experience
Data Analyst - skymirror co.，Apr. 2016 - May. 2023
- data modelling
- Make statistical model for daily or long term trading strategy of Taiwan, China, US future market, and oversea financial derivatives. Reviewing and improving the model.
- Applying financial indicator or machine learning e.g. Xgboost and RNN to predict market. And improve the model.
- Study new technical about deep learning or mathematical algorithm and try it on trading. Main goal is to improve model accuracy.
- Data visualization
- Communicate with manager how to calculate and decide important metrics to review.
- Calculating metrics and make a easy understanding data visualization report.
- Make report to a automatically scripts and maintain. Help team to save 98% working time.
- Data analysis
- Analysis strategies performance and try to find out strategy's characteristic.
- Find out the reason why models is failed and give the insight of the data.
- Propose a new way to improve models.
Teaching Assistant - National Taipei University，Sep. 2012 – Jul. 2014
- Tutor and assist student individually or in small groups to help them master assignments and to reinforce learning concepts presented by teachers.
- Observe students' performance, and record relevant data to assess progress.
- Prepare lesson materials, bulletin board displays, exhibits, equipment, and demonstrations.
- Grade homework and tests, and compute and record results, using answer sheets or electronic marking devices.
Education
M.S., Statistics, National Taipei University，Aug. 2014
B.S., Financial Engineering and Actuarial Mathematics, Soochow University，June. 2012
Research & Conference
- Invited speaker at R Taiwan 2016 conference " Sentiment Analysis of internet on future market & Deep learning on future market". Dec. 2016
- The first one is about text mining. We use web crawler to get all post about the option bullet broad of PTT. We tried to analysis the specific word affecting price change, and people how many likes on the day and is it affect to option price.
The second one is about neural network, we use convolution neural network to apply on option market. We tried to use deep learning to make trading strategy.
- Stock Liquidity and Debt Market Timing. Aug. 2014
- This researching has accepted by National Taipei University and published at 2015. This study investigates the debt financial policy of firm having higher stock liquidity. We find that some firms with high stock liquidity tend to issue additional debt. We examine the difference of firm characters between high leverage and low leverage. We further find that these firms have higher net debt issuance to finance the tangible assets. This finding is consistent with Almeida and Campello (2007).
- The first one is about text mining. We use web crawler to get all post about the option bullet broad of PTT. We tried to analysis the specific word affecting price change, and people how many likes on the day and is it affect to option price.
The second one is about neural network, we use convolution neural network to apply on option market. We tried to use deep learning to make trading strategy.
- This researching has accepted by National Taipei University and published at 2015. This study investigates the debt financial policy of firm having higher stock liquidity. We find that some firms with high stock liquidity tend to issue additional debt. We examine the difference of firm characters between high leverage and low leverage. We further find that these firms have higher net debt issuance to finance the tangible assets. This finding is consistent with Almeida and Campello (2007).
