Jul 2021 – Aug 2022 · 1 yr 1 mo · Saint Charles, IL

• Developed a TCP Client-Server Windows Forms application using C# and .NET framework to manage the Backtesting of a trading system running in multiple clients.
• Constructed a state-based system to streamline workflow and distribute tasks to clients efficiently by applying CPU and memory usage and using multithreading, improving trading performance by 20% by simulating a walk-forward analysis of over 800,000 trading strategies using historically derived trade lists.
• Developed an ASP.NET Core MVC 6.0 Application to get price data from remote price providers via Quickfix protocol, embedded a RabbitMQ message queue service to handle traffic spikes and solve the big traffic price backlog issue.
• Used the Heartbeating technique with WCF to automate the reconnect process of application, which optimize TCP communications and improve failure detection and fault tolerance.
• Built a web API with C++ through nginx and fastCGI on Linux, and used Redis to create a cache service for price data query, increasing historical data query speed by 5 times.

Apr 2019 – Jul 2019 · 3 mos · Shenzhen, Guangdong, China

• Developed a secure computing platform that uses ABY (for Arithmetic, Boolean, and Yao sharing) framework to find solutions for Genome-Wide Association Studies (GWAS) based on Secure Multi-Party Computation.
• Implemented Quality Control and Principal Component Analysis (PCA) in GWAS under the ABY framework using C++ on Linux.
• Analyzed protocols for the private LCS problem and the performance of softmax function on models with encrypted data of data holders.
• Evaluated the Logistic Regression model locally with different loss functions and activation functions.
• Tested over 10,000 samples of SNPs to evaluate the efficiency and correctness of the algorithms.

Oct 2016 – May 2018 · 1 yr 7 mos · Shenzhen, Guangdong, China

• Worked as a research assistant in Big Data Institute, Shenzhen University.
• Developed a web-based model searching algorithm for finding similar pictures in a massive picture database, based on location information and visual content using the Java Spring MVC Framework and Tomcat.
• Analysed feature detection with Speeded Up Robust Features (SURF) on the Bag of Visual Words (BOVW) model.
• Supported efficient query evaluation on large-scale image data set over 500,000 pictures.

Sep 2016 – Feb 2018 · 1 yr 5 mos · Shenzhen, Guangdong, China

• Assisted Professor Zhang in the subjects: Fundamentals of Computer and Microsoft Office.
• Mentored students to use Raptor to write programs using flowchart-based programming environment.
• Coordinated weekly lab sessions and created quizzes to test and aid in student learning of lectured material.