Personal update in 2025 Note: This is not affiliated with any organization or entity. Whatever opinions I expressed here is of my own and should not be construed as advice. Performance figures quoted is not based on traditional finance market or any equities so there is no confict of interest with my day job.
On the personal portfolio front, as mentioned in my last post, my personal investment philosophy lean towards market neutrality since start of 2021.
Personal update in 2024 Note: This is not affiliated with any organization or entity. Whatever opinions I expressed here is of my own and should not be construed as advice. Performance figures quoted is not based on traditional finance market or any equities so there is no confict of interest with my day job.
What a year it has been! Writing this post as I found some time on new year day.
Personal update in 2023 Note: This is not affiliated with any organization or entity. Whatever opinions I expressed here is of my own and should not be construed as advice. Performance figures quoted is not based on traditional finance market or any equities so there is no confict of interest with my day job.
What a year it has been! Writing this post a few days before end of the year as I found some time during the xmas break.
Personal update in 2022 Note: This is not affiliated with any organization or entity. Whatever opinions I expressed here is of my own.
What a year it has been!
On the personal portfolio front, I kind of shifted my personal investment philosophy to a complete market neutrality at start of 2021. This works wonder in a bearish regime where the alpha outperformance is simply not losing money!
Last year was a great one with performance of ~ +65.
Setting up ens domain The reason why I wrote this post is to just document the steps on how I broadly set up my eth domain here, https://jironghuang.eth.link
Steps First and foremost, I already have static pages that reside in this repo, https://github.com/jironghuang/jironghuang.github.io . The pages are served in my personal blog jironghuang.github.io . Second, register for ENS domain by following up the steps listed here, https://ens.domains/ . I registered for my domain jironghuang.
Database framework for sql queries, execute and rollbacks In database management, it’s useful to define atomic blocks. And let’s say if something fails within this block, you can always revert to the initial state before any of the transaction happens.
Below is a nifty framework,
Execute the query while not changing the state in the database. If there’re any errors along within the atomic block, you capture the error under exception area.
Highlights of 2020 Developed forecasting system for hotel room supply and demand for COVID workstream in my previous day job. That’s meaningful! Quit my data scientist job in middle of 2020 to try and pursue a quantitative finance, systematic trading path. Spent the next half of year exploring and building up infrastructure for fully automated algorithmic trading and portfolio management. Deployed 3 trading strategies with 1 currency hedging feature.
Medium links to write-up on fully automated algorithmic trading and portfolio management infrastructure Algorithmic trading infrastructure for non options and options strategies Designing, Building and Deploying a Fully Automated Algorithmic Trading System: link How to place option spread (e.g. straddle) through Interactive Brokers API, a 101 tutorial: link
Performance monitoring features in fully automated algorithmic trading and portfolio management infrastructure Developing a performance monitoring component in my fully automated algorithmic trading system (part 1): link
Trend following strategy in futures using non binary forecasts Project motivation As David Ricardo, a British economist in the 19th century once said, ‘cut short your losses and let your profits trend’ allude to the point that trend following as a profitable strategy could exist even back then.
Having read AQR’s papers on the Time Series Momentum (TSMOM, I am keen to explore this topic in the futures space (Moskowitz, T.