San Jose, California, United States
• Developed a fully automatic trading system to manage a private fund, covering US and international markets and executing sophisticated trading strategies based on real-time market signals.
• Developed 10+ trading modules for equities, options, foreign exchange and futures markets, enabling the system to execute 20+ types of orders including algo trading orders.
• Created 20+ market data endpoints and deployed on AWS, providing high-quality real-time market data.
• Improved system stability, resulting in 99% uptime hence significantly reduced the workload of maintenance. Also transition away from having a 24/7 on-call support team, resulting in substantial cost savings.
• Integrated third-party APIs, brokerage gateways and financial data sources to expand platform functionality.
• Implemented backtesting and optimization frameworks for recurring evaluation and refining trading
strategies, resulting in consistently outperforming the market baseline by an impressive 2-3%.
• Managed over 50 million trade records daily with a dedicated database and built high-performance RESTful APIs to facilitate swift data storage and retrieval.
• Created cloud-based database server on AWS EC2 from scratch, using Clickhouse database — a
renowned open-source solution well-suited for handling substantial volumes of time series data with
SQL-like queries. Crafted dedicated scripts for data cleaning and seamless ingestion processes.
• Built robust APIs using Flask to exploit both raw and aggregated data for making trading decisions and training prediction models.
• Optimized database queries and API logic, reducing API response time by 50% and ensuring the
performance when users requesting multi-million rows of data.
