Terrence Ho Email & Phone Number

Quantitative research and algo trading in FX and equities

Portfolio research and management

New York, New York, Us

• Researched and implemented a short-term alpha signal that improved execution quality• Designed a new execution algorithm tailored to small cap stocks, focusing on liquidity seeking and anti-gaming logic, deviating significantly from the usual schedule-based approaches. Took less than 4 months from concept design to product offering to clients.• Conducted tick data level analysis of Goldman’s SigmaX dark pool• Quickly climbed the learning curve of Slang, Goldman’s proprietary programming language, to fully contribute to production code base

Zurich, Ch

Research and Trading:• Researched, developed and traded equities statistical arbitrage strategies based on long-term fundamental factors as well as short-term indicators• Applied factor analysis, optimization, and other portfolio construction techniques to enhance alpha signals that did not appear strong enough at first glance• Extended a long-running and consistently profitable medium-frequency US closing auction strategy to Canada, Mexico and Brazil• Developed pairs-trading algorithms and test traded interlisted stocks, leveraged ETFs, etc.• Researched and tested a variety of trading ideas from papers, research reports and traders, e.g., index rebalance, co-integration, money flow, earnings, IPO, pension liability, etc.• Performed data analysis that resulted in actual macro trades across multiple asset classes, e.g., commodity, volatility, rates, and creditExecution and Risk Analytics:• Researched and implemented proprietary factor-based risk models using APT factor data for my trading group. Was consequently tasked with helping to develop a Barra-based risk system for all equities prop books• Developed execution analytical tools, e.g., price impact models and internal trade crossing, to measure crossing opportunities and liquidity risk• Executed trades and managed books on many internal and external platforms, e.g., ImagineProgramming:• Wrote C++ tools to access a broad range of datasets, e.g., TAQ, FactSet, Bloomberg, QAI, and internal databases, to bring data into Matlab for use by the group• Known as an expert in Matlab and a resource to go to for code improvement• Extended the group’s C# based trading platform to handle generic pairs trading and to use as a template for migration to a newer and faster C++/Linux platform• Proficient in SQL

Phd, Ms, Electrical Engineering

Be, Electrical Engineering