Thomas Lee Email & Phone Number

Australia

- Devised quoting strategy for 3-year and 10-year Treasury Bond Futures- Implemented low-latency C++ arbitrage strategy targeting price inefficiencies between fungible products at open auction- Developed mean-reversion roll trading strategy for weekly options- Investigated open price momentum, identifying a 7 bps momentum signal in the first 10 minutes of.

Sydney, New South Wales, Australia

- Made 10,000 AUD over two-week trading in NK225 Index Options by manually adjusting the trading parameters based on signals such as other markets parameters, realized volatility, index level, and trading flows from the IDB and DCP market- Designed a trading strategy to buy and sell Ping An stock using order book signals and futures movement and generated.

Taipei City, Taiwan

- Analyzed the precision and accuracy of TAIEX constituents’ dividend forecast from multiple data sources in the past two years and identified the source with the best quality- Investigated the statistical relationship between the futures rolls of TAIEX and TSMC- Developed an Excel sheet to display all options greeks across base prices and strike prices.

Hong Kong, Hong Kong SAR

- Conducted holistic ESG analyses of the portfolio holdings against the MSCI ACWI Index via Sustainalytics risk scores, MSCI ESG ratings, and ISS ESG performance scores- Devised and maintained an automated system to watermark and send quarterly investor letters and monthly factsheets to 500+ prospects via Word Mail Merge and VBA programs- Assessed the.

Hong Kong, Hong Kong SAR

- Conducted statistical analyses on intraday price movement in the major Asian markets and developed trading strategies accordingly- Executed 3 profitable market making strategies during the weekly mock trading activities

Hong Kong, Hong Kong SAR