happyWang
happyWangLvl 2
Lvl 2
17Following
5,092Followers
Expert in multi-asset quantitative strategies
━━━━━━━━━━━━━━━━━━━━━━
✦ 15 years of actual combat in the global securities market
He has managed a cross-border asset portfolio of over 3 billion yuan, with an annualised return of 38.9% (2019-2024)
The original "dynamic volatility anchoring" algorithm achieves a maximum drawdown of <8% (22.6% for CSI 300 in the same period)
Long and short double open arbitrage, stable and safe, 3% per week, 120% per year
✦ Core Competency Matrix|
├─ Multi-factor model construction (Barra system iterator)
├─ Development of high-frequency arbitrage system (order flow analysis delay<3ms)
├─ Machine Learning-Driven Combinatorial Optimization (XGBoost+Reinforcement Learning Framework)
└─ Black Swan Event Stress Test
Earnings may be mediocre, but the focus is stable.
Show original
Overview
Futures trades
Spot trades
Bot trades
Stats
Total PnL%+43.99%
Total PnL+$28,294.67
Assets$45,499.75
Days active319
Max drawdown-40.78%
Win rate
51.83%Profit/loss ratio
0.71:1Net transfer-$47,109.86
PnL%
PnL
Assets
--
Positions (0)
Assets
Latest records
Open positions
History
Open positions