Kevin Xue

Business Development Executive

Shanghai, China0 mo experience

Key Highlights

Stackforce AI infers this person is a Fintech professional with expertise in quantitative trading and market making.

Market MakingTrade ExecutionStatistical Research

BacktestingPython (Programming Language)Reinforcement LearningMachine Learning

0 mo

Total Experience

Average Tenure

Current Experience

2 roles

Promoted

May 2023 – Present · 3 yrs 1 mo · Shanghai, China · On-site

ETF Market Making:
Assisted in obtaining ETF market maker qualifications and provided market making for 20+ equity ETFs. Developed Python frameworks for Tick-level data analysis and high-frequency strategy backtesting.
Designed intraday futures strategies and predictive models for basis spread, achieving stable intraday returns with low drawdowns.
Options Market Making:
Supported options market making applications and simulation testing. Built Python backtesting frameworks for volatility curve fitting and quote adjustments.
Stock Market Making:
Conducted market making for STAR Market stocks, earning "2023 Pioneer Market Maker" recognition. Implemented AS model-based strategies, achieving 2%-3% intraday returns.

BacktestingPython (Programming Language)Market MakingTrade Execution

Jan 2023 – Mar 2023 · 2 mos

Conducted theoretical research and replication of the AS market maker model, refining assumptions and constraints based on live trading experience. Performed backtesting and analysis to optimize model performance.
Developed an automated P&L analysis system, enabling efficient data updates and daily trading result evaluations, enhancing productivity and workflow efficiency.

Statistical ResearchTrade Execution

Jul 2022 – Jan 2023 · 6 mos · Shanghai, China

Contributed to a Deep Q-Network (DQN) project, optimizing neural network architectures and reward functions for improved index timing strategies, supported by quantitative analysis and backtesting frameworks.
Researched stock factor models and portfolio strategies, replicating studies such as Maximum Diversification Portfolios, while exploring new strategies and maintaining quantitative factor databases.

Statistical ResearchPython (Programming Language)

May 2022 – Jul 2022 · 2 mos · Shanghai, China

Analyzed fundamental research reports and factors, such as financial data.
Focused on Northbound Capital flow strategies, summarizing trends and drivers from multiple reports, and developed quantitative models and backtesting frameworks for strategy implementation.