User 22724 1482308559

Yue hua, Liu (劉岳樺)

Love to learn new knowledge and technology with high quality of self-learning skills.

Enjoy thinking deeply to a problem from different approaches and solved it by using my programming skills and analytical ability.

Education

National Taiwan University of Science and Technology,

Bachelor's degree, Computer Science, 2014 - 2021

Majored in computer science, and also has a strong interest in financial trading. In addition to undergraduate professional courses, I've also completed financial professional courses such as futures and options, artificial intelligence trading strategy development. In my Graduation Project, I've designed an artificial intelligence futures trading algorithm, and won the third prize of the annual CS Graduation Project Competition.
Ajyygldfgez9ony9f13q

Work Experience

TAROBO INVESTMENT ADVISORS LTD.,
Data Analyst Assistant & MIS Assistant (Mar 2021 ~ NOW)

  1. Database Programming
  2. RPA Developing
  3. Financial Data Crawler Developing
  4. Website Developing (ASP.NET)

Skldcjqzmeobhuby7dwh

TAROBO INVESTMENT ADVISORS LTD.,
Investment Data Intern (Nov 2020 ~ Mar 2021)

  1. Investment Data Maintenance
    Responsible for data maintenance from Morningstar, Lipper, Bloomberg, and other databases. 
  2. SQL / Financial Data Crawler Developing
    Responsible for handling fund data crawlers, database maintenance. Additionally refactoring 3 programs, and establishing an automated data screenshot system during the internship.
  3. Build Up Work Flow SOP
    Assist in optimizing the process of old work and build SOP for new one. During the internship period, I was responsible for the training of Morningstar and Lipper database for new regular employees. The course design and lecture were all in charge of self Execution.

Trzaps2uuqpywgqjetom

Bellykit Fintech Co., Ltd. (Campus Startup),
Co-funder & Software Engineer (Jun 2019 ~ Oct 2020)

  1. Built up GCP infrastructure
  2. Built up Financial Database and Crawler system
  3. Quantitative strategies developing (Python / Multicharts)

Trzaps2uuqpywgqjetom

Latea Association (博雅青年講堂),
CEO & Facilitator (Aug 2018 ~ 2021)

  1. Organization management:
    Responsible for administrative affairs, forming the organization culture , and students recruiting, etc. 
  2.  Planning and designing the courses of student's training plan:
    Including designing an annual training plan, communicating with lecturer, setting discussion topic. So far I've already designed over 7 courses (5-hour each course) in philosophy, sociology, empathy, etc.
  3. Designing and executing the projects for students in the training plan:
    Designing the content of students' individual projects and group projects. We have finished 2 individual projects so far and 3 group projects are still ongoing.

Nv0rjeqwuwa4sapcojp0

Projects

Projects 01 00@2x
Deep Learning Trading Strategy

The LSTM neural network algorithm was used to model the daily open positions of the foreign investors. After backtesting and verification, it can effectively avoid the biggest drawdown risk of the market, and this project won the third place in the annual graduation project competition of CSIE Dept.

Project Detail

Projects 01 01@2x
Financial Crawler / DB

Establish a crawler system that can automatically schedule daily crawling of various financial information (including daily exposure of transaction information, economic news, individual stock news, corporate information, etc.), and the system is deployed on the cloud (GCP) server.

Project Detail

Projects 01 02@2x
Quantitative Analysis
In this project, I create an indicator to detect the situation of the Market (Bull, Bear or Mixed). According to the research results, with the same futures entry strategy, adding the trend indicator with the original strategy can effectively increase the winning rate by about 5% and reduce the maximum drawdown (MDD) by about 47%, which represents this indicator can help filtering the trend.
Project Detail

Skills


DevOps

  • OS:Windows / Linux
  • Visual Studio 2017/2019
  • Git / SourceTree
  • Google Cloud Platform

Programming

  • Python
  • Power Language
  • ASP.net / Html / CSS / JS
  • C / C++ / C#


Data Analysis

  • MSSQL / MySQL
  • Excel / VBA
  • R


Artificial Intelligence

  • Machine Learning 
  • Deep Learning
  • Tensorflow2 / Scikit-learn

Oral Expression

I have received at least 200 hours of training in meeting host, book club chairman, and communication.
I think I have enough ability to express my ideas clearly and be a good listener.


Certificate

  • Sales representative in stock company
  • Toeic:745

Competition Experience

CS Graduation Project Competition, 2020 | Third Place Winner

【Project Name】The Futures Trading Strategy Designed by LSTM Neural Network

Modeling a quantitative strategy with "foreign institution trading data of TXF" by using LSTM Algorithm to predict the possibility of the increasing ratio.

Irzhwihe1d0jz670elp2

NTU Hackthon, 2016 | Accupass Enterprise Award

In this Hackthon, our team spent three days creating a prototype of a credit system platform for Accupass in order to help the organizers to identify the participants with bad attendance records. My job in this project was to build the back-end of the demo platform by using Django.

Fn4wrl81ys6frtgikh00