Trading Systems On Excel (Han)
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| Gender | Male |
|---|---|
| Occupation | Prop |
| Introduction | 1. Started trading listed options in 2003 2. Started design and built trading systems based on Technical Indicators in 2003 3. Started using quantitative methods in testing and optimization of trading systems in 2004 4. Started implementing statistical significance test in determining long term edge of trading strategies in 2005 5. Started employing parametric-based Monte-Carlo simulation to do market structure/regime change analysis in 2006 - started doing walk-forward analysis and optimization of trading strategies in 2007 6. Started researching auto-adaptive trading system in 2008 7. Started market microstructure analysis and research for various HFT/UHFT trading strategies in 2010 |
| Interests | Automated Trading Systems, Algorithmic Trading, Mechanical Trading Systems Quantitative Trading Strategies, Strategy verification & Monitoring via Bootstrap Re-sampling & Monte Carlo Simulations, Auto adaptive trading systems, Market Microstructure, UHFT, HFT, Statistical Pattern Recognition. |