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Fang, YenChih

Quant
Arbitrage, Market making, CTA, ETF strategy crossing traditional and crypto market. Strategy: - CTA, Pair Trade. - Market making. - Asset Allocation. Skill: - git/gitlab/github - Python/Dash/plotly - MongoDB/Redis - Rabbitmq/Kafka - Backtesting/Optimization. - Multicharts
Logo of the organization.
湧泉數位科技股份有限公司(TKSpring)
TamKang University
Taiwan

Professional Background

  • Current status
    Employed
  • Profession
    Market Finance
  • Fields
    Banking
  • Work experience
    6-10 years (4-6 years relevant)
  • Management
    I've had experience in managing 1-5 people
  • Skills
    Python
    powerlanguage
    Data Analysis
    Cryptocurrency
    CTA
    arbitrage
    MongoDB
    DASH
    FastAPI
    GCP
  • Languages
    English
    Fluent
    Chinese
    Native or Bilingual
  • Highest level of education
    Bachelor

Job search preferences

  • Desired job type
    Full-time
    Interested in working remotely
  • Desired positions
    crypto trader
  • Desired work locations
    Taiwan
    China
    Australia
    Canada
    United States
    Hong Kong
    Singapore
  • Freelance
    Part-time freelancer

Work Experience

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Trading Platform product manager

Apr 2022 - Present
Leading a team of 5-10 professionals in developing a robust fixed income trading platform tailored for the cryptocurrency market. This included the creation of an integrated dashboard and trading system featuring High Availability (HA) design, encompassing yield curve analysis, swap mechanisms, synthetic asset pricing, and calculation of accrued interest. Conceptualized and implemented cross-platform arbitrage and market-making strategies that bridge Decentralized Exchanges (DEX) and Centralized Exchanges (CEX). Incorporated volatility and correlation assessments to mitigate risk and amplify trading performance. Employed Python, RabbitMQ, and MongoDB in conjunction with Docker, Kubernetes, and Prometheus to establish a seamless Continuous Integration/Continuous Deployment (CI/CD) pipeline, facilitating efficient deployment and rolling updates. Pioneered strategic development for the inaugural bond market within the crypto space, adopting a non-traditional, innovative approach that involved multiple layers of strategic inspection. Designed sophisticated options strategies for term pricing and the structuring of complex financial products, leveraging in-depth knowledge of quantitative finance and derivatives pricing, include gamma and theta strategy to hedging risk for bonds and synthetic assets with different term and perp/forward futures.

Portfolio manager

Nov 2021 - Apr 2022
6 mos
Taipei City, 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
Full-time
Mar 2021 - Nov 2021
9 mos
Taipei City, 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

Mar 2020 - Jan 2021
11 mos
# 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

Oct 2018 - Oct 2019
1 yr 1 mo
# 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

Oct 2015 - Mar 2019
3 yrs 6 mos
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

Jul 2018 - Oct 2018
4 mos
- 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

Oct 2012 - Oct 2017
5 yrs 1 mo
# Main: - Requirement collecting. - Development-arranging(as a PM) - Strategy/program designing/ testing

future trader

Jul 2015 - Oct 2015
4 mos
- Developed CTA strategy on Multicharts. - Average 30% profit per year.

Education

Bachelor’s Degree
econimic
2012 - 2017
3/5 GPA
Activities and societies
Stocks Researching club. Insurance company intern. Proprietary Trading Department Intern.
Description
mostly course are elective subject about investing, VC, industry analysis. main subject are economic, financial engineering, currency banking.