Yu Chang, Huang

黃郁璋，Quantitative Analyst，Taiwan，Taipei

[email protected]

As a quantitative researcher with a strong foundation in programming and data analysis, I am passionate about leveraging technology to drive financial innovation and efficiency. Specializing in the cryptocurrency market, I aim to contribute my extensive programming skills to develop sophisticated trading algorithms and systems.

COMPETENCIES

Data analysis Tools

Multicharts - backtesting software
MetaTrader4
Tradingview

Trading Experience

Taiwan Futures, Options
Crypto currency ETF
Binance API, interactive brokers API

Python

crawler, fastapi, pymongo, pandas, thread, asyncio, pika

Tools / Development

Mysql. rabbitMQ, mongoDB, GitLab, Jira, Linux

Extra skills: C#, Go

Work Experience

Software Engineer at QTK Investment. , May 2023 - Present

Developed a trading signal subscription Telegram bot, built RESTful API services using FastAPI, enabling users to subscribe and receive signals through Telegram.
Managed concurrent data processing from multiple data sources using Python’s asynchronous programming (asyncio), effectively handling high-concurrency data streams to ensure timeliness and responsiveness.
Utilized MongoDB Atlas for the cloud database, meticulously designed DB schema and regularly scheduled cron jobs to automatically update and maintain data consistency and reliability.
Developed cryptocurrency copy trading systems and term arbitrage strategies:

Implemented term arbitrage strategies using WebSocket technology to monitor market quotes in real-time, significantly enhancing the speed of data updates and system response compared to traditional polling methods.
Processed time-series data using pandas to accurately analyze and predict market trends, dynamically adjusting trading algorithms to optimize the risk and return of investment portfolios.

Quantitative Researcher at Algoreality. , Jan 2021- Dec 2022

Designed a grid trading robot using Python multithreading technology and asyncio for efficient asynchronous calls to the Binance API, significantly enhancing the execution speed of trading commands and the overall system responsiveness.
Integrated RabbitMQ messaging queues to establish an efficient order processing mechanism, ensuring stability and reliability in a high-frequency trading environment while reducing system latency.
Adopted a dynamic grid strategy, dynamically adjusting grid size and trading intervals by analyzing market data in real time, optimizing the strategy's profitability and adaptability to market changes.
Developed cryptocurrency trading strategies, tightly integrated MultiCharts with Python for rapid development and precise backtesting of complex strategies through robust data analysis and processing capabilities.
Utilized advanced data analysis techniques, such as time-series analysis, to perform in-depth studies of the cryptocurrency market, thereby designing trading models with high predictive accuracy.
Continuously optimized and adjusted strategies, successfully managed 1M USDT of funds, achieving stable returns under fluctuating market conditions.

Quantitative Researcher at CryptoVix. , Apr 2020- Dec 2020

Designed and implemented CTA strategies for the cryptocurrency market using MultiCharts, effectively capturing market trends and price fluctuations for steady profits.
Integrated advanced technical analysis and quantitative models, enhancing strategy predictive accuracy and trading efficiency through various indicators and algorithms such as Moving Averages (MA), Relative Strength Index (RSI), and machine learning prediction models.
Developed a flexible backtesting framework using Python, supporting custom strategy parameter adjustments and historical data analysis to quickly evaluate strategy performance and risks.
Conducted comprehensive performance analysis including Sharpe ratio, maximum drawdown, and profit-loss ratio to ensure strategy stability and reliability under different market conditions.
Combined real-time data streams and historical backtesting results for continuous strategy adjustments and optimizations to cope with the high volatility and uncertainty of the cryptocurrency market.

Software Engineer at ANVO. , Feb 2018- Dec 2019

Developed a comprehensive accounting system using C#, tailored to the needs of the finance department, providing efficient accounting and financial reporting capabilities. This system supported the automatic organization and categorization of financial data, greatly enhancing the accuracy and efficiency of financial audits.
Implemented a flexible reporting template that allowed users to customize financial reports according to specific needs, increasing the system's flexibility.
Developed an automated financial news collection system using Python, aggregating the latest market information and financial news from major exchanges and financial news websites. This system utilized efficient web crawling technologies and data parsing algorithms to ensure the timeliness and accuracy of the information.

Software Engineer at GuideDesign Studio., Sep 2016 - Feb 2018

Led the development of a customized inventory management system, using C# as the primary development language. This system automated internal resource management, including financial management, inventory management, and customer data management.
Utilized C# and Open AI toolkit to develop advanced natural language processing features, automatically organizing and analyzing user consumption details, enhancing the efficiency and accuracy of data processing.
Successfully integrated the ERP system with front-end POS machines, automating the sales process from consumption details to receipt output, significantly speeding up transaction processing and enhancing customer checkout convenience.
Developed an interface that allowed the ERP system to directly call the Microsoft Word suite to automatically generate formatted receipts based on consumption details and print them through the POS machine, greatly improving work efficiency and customer satisfaction.
Designed and implemented a user-friendly GUI (Graphical User Interface), enabling non-technical staff to easily operate the ERP system, increasing system usage rates and improving enterprise work efficiency.
Managed the database using MySQL, optimizing the data storage structure to ensure efficient data access and security, supporting the data needs of enterprise operations.

MetaTrader 4 (MT4) Strategy and Plugin Development

Specialized in developing highly customized trading strategies using the MQL4 language, designed and implemented automated trading algorithms tailored to different market conditions and trading styles. These strategies automatically adjusted parameters during market fluctuations to maximize profits and control risks.
Conducted in-depth performance optimization for MT4 strategies, ensuring algorithm stability and low-latency execution in a high-frequency trading environment. Additionally, provided robust backend support for strategies, including data analysis, strategy backtesting, and real-time monitoring, ensuring that the trading systems were effective under various market conditions.