陳冠全

B.S., Money and Banking & B.S., Computer Science, NCCU

Quantitative Research Intern, Derivatives-China Capital, Jan 2022 - Feb 2023

Develop funding rate arbitrage, cross-exchange arbitrage and quarter contract spread arbitrage strategies in crypto market.
Design and implement directional movement/volatility/risk/price impact/slippage forecasting models in CTA trading.
Deploy trading strategies in live trading environments trading with REST API and WebSocket.

Quantitative Trader Intern, Bincentive, July 2021 - Dec 2021

Systematized arbitrage trading strategies about nearby and deferred season contracts of BTC and ETH.
Backtested and design strategies for DeFi AMM pools in Uniswap protocol.
Improved market making strategies by reducing the forecast error of slippage with ARIMA model.

Financial Data Analyst Intern, Bridge TechX \ Bridge Capital, May 2021 - July 2021

B.S., Money and Banking, National Cheng Chi University, Sep 2018 - Feb 2023

Relevant Coursework: Quantitative Methods in Finance (graduate), Financial Derivatives, Econometrics, Regression Analysis, Mathematical Statistics, Financial Times Series, Differential Equations, Probability, Linear Algebra
Conducted EG-cointegrated-and-ADF-based pair trading strategies in Taiwan stock market.

B.S., Computer Science, National Cheng Chi University (Double Major)

Relevant Coursework: Data Structures, Algorithms, Operating System, Distributed Systems, Database System, PyTorch and Machine Learning, Object-oriented Programming, Queuing Theory
Special Topics on Computer Science: Stock price prediction system based on statistical analysis and learning.

Mei-Chu-Hackathon, Kronos Research, Oct. 2022

BTC Quantitative Strategy Design

Won 1st place in the competition.
Constructed CTA strategies by rolling comparing historical BTC price series using Dynamic Time Warping algorithm.

Mentor, TMBA Algorithmic Trading Department, July 2021 - Feb 2023

Supported members completing CTA and factor-based trading strategies with Multichart and Python.