Trading Analyst at Structured Rates Trading Desk

Trader intern at Rate & Fx electronic trading desk

 Analyzed Chinese and U.S equity markets with technical indicators, RSI, MACD with Python to capture trading signals; allocated macro-economic data and news to produce daily internal research reports for the equity research team Constructed a moving average trading strategy with Python to capture trading signals within one standard deviation range; improved the sensitivity of the model and achieved 90% accuracy in generating trading signals

 Performed data analysis on sector rotation strategy using Excel and R to generate rolling annual returns series and maximum drawdown of the portfolio; calculated the regression, alpha, and beta of the portfolio based on the CAPM model using Python; generated reports that predicted the leverage usage of the portfolio using the rolling annual return with 95% accuracy Compared data on beta, return versus risk profile and correlation between different sectors within the portfolio using Python, and generated a dashboard to visualize that information using Tableau and set threshold to cautions users on negative returns over -15% Constructed a dynamic portfolio using the long-term momentum strategy based on the 12-month moving average to gauge the market momentum and to determine the up-trend and down-trend of the index

 Performed valuation analysis of Asian technology-related ETFs from a top-down approach along with Macro perspective and applied fundamental research of specific companies listed on ETFs: 513050.SS, 164906.SZ. Analyzed and researched on Electric Vehicle related companies traded in U.S. market with latest financial news and the tendencies of market indexes with financial analysis techniques such as RSI, and Bollinger Band. Analyzed EV related stock data, growth rate by Python and researched on company backgrounds, valuation data to finish research reports

 Followed an equity merger project and in charge of checking company backgrounds, translating research reports and balance sheet analysis from Wind (the Chinese version of Bloomberg); Researched and summarized the financial reports, operation status and equity relationships of the companies Analyzed financial reports with excel and python from the Chinese newly IPO companies to report financial status, industrial background and company background research Collected and summarized the weekly reports from employees in the IB Department to analyze employee activities and analyze working efficiency

 In charge of making timecards for the teachers and record students’ attendances Assisted to operate campus events, such as fund raising, student club meetings Assisted the center director for administration works, and file processing