Four years of hands-on experience in quantitative analysis and development of IT solutions for trading desks in China and HK equity markets. Proficient in Python, algo trading and derivatives.
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Algorithm AnalystUndisclosed Aug 2022 - PresentHong Kong SarAnalyzed low-latency algorithmic trading strategies on Warrants & CBBCs.Supported the trading desk by developing diverse solutions for PnL and risk analysis.Led the expansion of trading operations to Malaysia marketLimit Order Book, Market Microstructure, Warrants&CBBCs, Low Latency Trading, OMDD, OMDC, HK Exchange Binary Market Data, Bursa Malaysia, C++, Python, Post-Trade Analysis -
Quantitative AnalystMandarin Vanguard Apr 2020 - Aug 2022Shenzhen, Guangdong, ChinaDeveloped Statistical Arbitrage strategies for the China stock index futures market, overseeing a portfolio of CNY 10 million.Established an improved TWAP trading algorithm, reducing transaction costs by an average of 3 bpsConducted in-depth research on CTA (trend-following) strategy, built technical indicator libraries from scratch.Stats Arb, Index Futures, Time Series, Signal Processing Models, Machine Learning Algorithms, TWAP, VWAP, Trading Execution Algorithms,… Show more Developed Statistical Arbitrage strategies for the China stock index futures market, overseeing a portfolio of CNY 10 million.Established an improved TWAP trading algorithm, reducing transaction costs by an average of 3 bpsConducted in-depth research on CTA (trend-following) strategy, built technical indicator libraries from scratch.Stats Arb, Index Futures, Time Series, Signal Processing Models, Machine Learning Algorithms, TWAP, VWAP, Trading Execution Algorithms, China Market Show less
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Research AssistantHkust Business School Aug 2019 - Apr 2020New Territories, Hong Kong SarContributed to the publications of the paper:[1] Do Announcement Returns Reflect Value Creation? [2] Do Women Receive Worse Financial Advice?
Terence H. Education Details
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Statistics
Frequently Asked Questions about Terence H.
What company does Terence H. work for?
Terence H. works for Undisclosed
What is Terence H.'s role at the current company?
Terence H.'s current role is Algorithmic Analyst.
What schools did Terence H. attend?
Terence H. attended The Hong Kong University Of Science And Technology, Sun Yat-Sen University, 深圳中学.
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