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Tsuen Wan
yiu ki tse

yiu ki tse

Quant | Trader | Engineer
Tsuen Wan, Tsuen Wan
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关于yiu ki tse:

Dr. Tse holds a Ph.D. in Mathematics, he is also a certified Financial Risk Manager(FRM). 

He has been in artificial intelligence and blockchain development since 2014 and 2015 respectively. He also co-designed a first-generation L2-type hybrid exchange protocol. He also built award-winning solutions in wealth management, A.I., blockchain security and insurtech.

经验

• Research and implement market making, HFT and
statistical arbitrage algorithms with Sharpe >7.
• Monitor risk and PnL.
• Built machine learning models for customer insight
with 88% accuracy, resulting in a Sharpe >11 system.
• Lead system development including database, frontend,
backend, cloud architect, backtesting engine and trading API.

教育

Doctor of Philosophy - PhD

 

Thesis: Wavelets method for computing finite time Gerber-Shiu function
Other topics: Monte Carlo Method for Basket Options pricing, Investment-linked Death Benefit Valuation

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