Yu Yu Chen

Yu Yu Chen

Summary

    I am highly interest in new technology that changed the world. In my current job, My goal is to building a very flexible system that can apply any trading ideas. There are many aspects for trading activity, such as market data audit, data analysis, market event monitor, position monitor, and order execution, ... etc.  To handle all the tasks within limit resource is my challenge.

Work History

Work History
Aug 2009 - Present

Strategist

Youholder (AlgoStars)

My tasks:  

  • Market data analysis, and trading algorithm design.
  • Build algorithmic trading model by Statistics and Data Mining approach
  • Implement the trading model into real-time Auto-Trading system
  • AlgoSchool tutor

Traval experience:

In early 2011, I was travel to Beijing(China) for market research. I stay in Beijing for six-months.

I continue market data analysis at Shanghai for three months,

After 2012 Jan, I go back to Taipei office, and build several trading system for AlgoStars.

Aug 2007 - Apr 2009

Software Engineer

Aquest System Corp.
Design and maintain testing utilities for internal R&D team. Responsible for supporting test plans of FabEx System. Build a log system to speed up bug tracking and fixing process. During this period, I enhance my skill in J2EE technology and UML Modeling, and that was the basis for my current job - build an asset management system in enterprises level. In addition to, the software testing concept are also let me build more reliable software, especially for the trading aspects.   .
Aug 2006 - Jul 2007

Research Asistant

National Taiwan University

Prion aggregation research by computer modeling. Responsible for maintain PC cluster, coding base on MPI technique, and using Monte Carlo/Molecular Dynamics to simulation Prion aggregation dynamics. 

.

Nov 2000 - Jul 2003

R&D Engineer

Everlight Corp.

In EVERLIGHT, my responsibility was as following: 

  • Modeling LED light pattern for new products.
  • Design LED backlight for display using computational modeling. 
  • Build physical model to simulate heat transfer inside LED package components.

.

Education

Education
Aug 2003 - Jun 2007

P.H.D. (abandoned)

National Central University

Calculate phase diagram of many-body system base on Statistical Physics theorem. Using my parallel programming skill and experience, I simulate the folding dynamics of Prion protein. But I abandoned due to personal financial issues.

.

Sep 1999 - Jul 2001

Master

National Central University

The research direction is focus on computer simulation of multiple scattering. Construct a theoretical model and solve wave equation by finite-diffidence numerical method. Compare the results with experiments and enhance the model. The theory can be apply to photonics crystal and band structure phenomenon observed in my computation. The results consolidate the similarity of photon and electron, all of them can be treat as wave in specific space.

.

Sep 1995 - Aug 1999

Bachelor

National Central University

Work in computer center of Physics Department, Response for Maintaining IBM AIX, SUN Ultrasparc workstation, and CISCO router. As I am an undergraduate student, I also join a Physic Department Computer Cluster Project, the goal was to build a high-performance computation environment to tackle heavy-computation problem. 

.

Skills

Skills

Flex(ActionScript)

For building beautiful RIA application, flex framework is my choise. Using flex fromework, I can build beutiful on line report and charts in Web-Based Application.

R

In my opinion, it is best statistics language. Many free statistic packages online. Most of my analysis is using R.

.NET (C# and VB) and EXCEL VBA Integration

In Youholder, I found many trading and analysis code was build on Microsoft Excel(and VBA). And most Trading-API from Broker is Microsoft Windows base. I use .Net framework to build trading adapter and exchange data with Asset Management system with database and web service.

Quantitative Finance

In Youholder, I start to learn Quantitative Finance and applied it in my job. I build some index for measure system benchmark, and a framework for TXO index future option trading. Many trading model for China market was come out from Utility Theory(by using smart position control skill).   

UML Modeling

In Aquest, I start using UML modeling language. From Use-Case Diagram for gather software requirements, State and Class Diagram for system design, Sequential Diagram for class interaction. Good design will reduce coding time and reduce code maintenance cost, and I choose UML .

JAVA Programming

I use Java Language for long time. In Aquest, the conveyor control software is using J2EE framework. In Algostars, the Asset management System is construct by web services (RESTEasy  Running on JBoss AS) with JSF and FLEX UI.

Certifications

Certifications
Apr 2009 - Present

Sun Certified Professional Java SE Programmer

Sun Microsystems