陳冠全

Quantitative Trader, Derivatives-China Capital, March 2023 - Now

• Experienced in developing Long-Short strategy in Taiwan Stock Market with live performance and responsible for trading execution. 
  
• Design Long-Short strategy in Taiwan Stock Market, including alpha factors mining, event-driven opportunities, model parameters fine-tuning and signal generating.
• Tracked and built models from financial engineering and quantitative investment papers in the industry (Hierarchical Clustering Portfolio Optimization, LightGBM, XGBoost).

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

• Develop funding rate arbitrage, cross-exchange arbitrage strategies in crypto market.
  
• Quant Research in alpha building, robustness testing, and CTA strategies with Python. 
  
• Deploy trading strategies in live trading environments trading with Restful and WebSocket API.
  

Quantitative Trader Intern, Bincentive, July 2021 - Dec 2021

• 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.

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 

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

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

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