Summary

Overview

Work History

Education

Skills

Timeline

Calvin Yang

Quantitative Researcher/Analyst

Taipei

Summary

"You don’t pay a plumber to bang on the pipe. You pay them for knowing where to bang."

Overview

13

13

years of professional experience

7

7

years of post-secondary education

Work History

Self-employed

Myself

Taipei

07.2022 - 07.2024

Quantitative Research Analyst

Cheng Da Investment Limited/宸達投資

Neihu, Taichung City

12.2018 - 06.2022

Java SE/Python/Bloomberg/Excel/MySQL on Windows & CentOS-7
Equity, Crypto, NFT, FX, Option
Use Cryptocurrency Exchange API to backtest & trade (Binance, FTX, Deribit, etc.)
Developed automated trading systems, resulting in increased accuracy and reduced manual intervention in trade execution.
Streamlined data collection processes to better inform decision-making and drive profitable investments.
Provided timely responses to ad-hoc requests from portfolio managers or traders regarding specific securities or market events analysis.
Increased trading efficiency by developing and implementing advanced quantitative models and algorithms.
Improved risk management strategies for firm through continuous monitoring of market trends and utilizing statistical analysis techniques.
Optimized asset allocation strategies through rigorous backtesting and scenario analysis techniques.
Evaluated model performance regularly using statistical metrics such as Sharpe ratio or information ratio; implemented necessary adjustments when needed.
Participated actively in regular team meetings to discuss ongoing projects, share insights, and ensure alignment of research priorities.

Patent Engineer

JOU And JOU Patent Offices

Hsinchu, Hsinchu

10.2017 - 10.2018

Collaborated with inventors to develop comprehensive patent applications, resulting in successful grants

R&D Software Engineer

MACHVISION Inc.

Hsinchu, Hsinchu

12.2011 - 08.2013

C++/Digital Image Processing/Computer Vision
Hardware and software integration
Improved system reliability by proactively identifying bottlenecks and implementing robust error handling mechanisms
Corrected, modified and upgraded software to improve performance
Developed user-friendly interfaces for various applications, resulting in increased customer satisfaction

Education

Master of Arts - Philosophy

National Yang-Ming University, Beitou

09.2014 - 06.2017

Bachelor of Science - Electrical Engineering

National Taiwan University, Taipei

09.2006 - 06.2010

Skills

Statistical modeling

Timeline

Self-employed - Myself

07.2022 - 07.2024

Quantitative Research Analyst - Cheng Da Investment Limited/宸達投資

12.2018 - 06.2022

Patent Engineer - JOU And JOU Patent Offices

10.2017 - 10.2018

National Yang-Ming University - Master of Arts, Philosophy

09.2014 - 06.2017

R&D Software Engineer - MACHVISION Inc.

12.2011 - 08.2013

National Taiwan University - Bachelor of Science, Electrical Engineering

09.2006 - 06.2010