• Provided equity research on fundamental and technical indicators. Wrote Python script to analyze and predict price movement. Mined four decades of daily and quarterly data from a universe of 6000+ US stocks.• Generated and back-tested (with Python) trading strategies, including short-term and long-term momentum and mean-reversion trading of US equities and indexes.• Researched volume indicators as individual project, built and tested trading models based on market indicators.• Cleaned and saved large size of stock data obtained from Thomson Reuters using MarketQA (query language) for further research.

• Researched derivative trading volumes of North American, South America, Europe and Asia in the past five years and write the report: “Trends in the Volume of Global Derivatives Trading”.• Reviewed applications of trading seats from futures companies and submit qualified applications to technology department.• Participated in the 3-day market maker training program provided by the Chicago Board Options Exchange (CBOE).