Jingbo H.


490 dollar
2 years

My experience


Transcendence Capital ManagementJune 2018 - September 2018

• Collected Crypto-Currencies’ tick
data, and analyzed the statistics and confidence intervals of returns on
different timescales.
• Applied an OLS Linear Regression Model to estimate the cointegration between crypto pairs.
• Formulated a pairs trading strategy on crypto-currencies with 75% batting average in the backtest over the past year.
• Forecasted the movement of the pairs with technical accuracy over 75%.

Trip.com GroupJuly 2016 - July 2017

•Built a real-time system using Apache
Kafka, to transfer 10 TB data from HDFS to MySQL database and to achieve
Apache HIVE daily incremental updates.
•Increased the AUC value of
the User Profile Model 6% by combining several ML techniques, including
Logistic Regression, Decision Tree, and XGBoost.
•Transferred data to a new database and designed a Data Validation tool to generate statistics.

Baoshang Bank Co.,Ltd.January 2016 - June 2016

•Assisted department supervisor on the
research of the application of blockchain technology in the finance
industry, such as bills, real estate.
•Evaluated the corporate credit through due diligence and analysis of financial statements
•Guided clients on businesses such as corporate account opening, deposit.

My stack

SQL, R Language, Python, MySQL, Matlab, Machine Learning, Java, Data analysis, C/C++