Developer (Founder) • Self-employed Jan 2019 ~ Jun 2024 | Taipei, Taiwan - Designed a quantitative trading system that employed delta-neutral strategies for options arbitrage, consistently achieving a 4% monthly profit. - Initiated the project from scratch, which involved acquiring knowledge of options, defining the system architecture, evaluating open-source tools, planning data processing flows, programming every snippet, and designing the user experience. - The trading system includes: ETL that schedules (Airflow) crawler tasks to gather latest data and store in databases (MariaDB, MongoDB), Optimization that performs the calculation accelerated by GPU (Numba, RAPIDS) and clustering (Dask) to identify favorable cases for
University of Southern California・
Electrical Engineering