I have 6-year experience of coding in algorithmic trading:
• Developing short-term alpha-generating strategies across global futures markets, including FX, rates, equity indices, etc.
• Analysis of microstructure of futures markets, research of market-making strategies
• Design, test, and deployment of the execution algorithms
• Data acquire, processing & analysis, such as trade price/volume, trades, performance, transaction cost, etc.
• From scratch, design and DevOps of distributed E-trading infrastructure, including real-time market data capture, trading signal generation, EMS, OMS, PnL monitoring and risk control.
• Developing and improving the algorithm’s back-testing and optimization platform