Qian Lu
Quantitative Option Trader @ Deerfield Green｜Duke Fintech 24‘ ｜ZJU 22’
- Role
- Data & Risk Intern at Dumac Corp
- Location
- Durham, NC, US
- LinkedIn followers
- 500 followers
Experience
Data & Risk Intern
May 2023 — Present · Durham, NC, US
Developed a comprehensive data collection system featuring scraping and aggregating contract data from Bloomberg, automatic data updates and index series creation.· Contributed to the selection process of target contract markets, enhancing the pool of potential trading opportunities.· Developed trading strategies, such as the Simple Moving Average strategy, implemented them into a series of actionable trade requests, and visualized trading signals using candlestick charts.· Designed a comprehensive workflow mechanism, encompassing trade request generation, order placement, order execution, portfolio management, and performance tracking.· Created and implemented a Backtesting framework to assess trading strategies and portfolios, evaluating the Top N drawdowns, generating histograms of returns, and measuring gross /net exposures, etc.
Education
Duke University
Master of Engineering - MEng
2022 — 2023
Zhejiang University
Bachelor of Science - BS
2017 — 2022
Columbia University in the City of New York
Other
2019 — 2019
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