Donny Lee is a full time quantitative trader at a hedge fund in Asia (AUM S$400 million), a graduate from Duke University with a double degree in Math and Computer Science.
http://www.volcapital.com/
Donny Lee's Experience
Quantitative Developer
Rhicon Currency Management
Privately Held; 11-50 employees; Investment Management industry
January 2012 – Present (2 years 9 months) Singapore
■ Formulated a momentum strategy trading currencies using volatility filters derived from indices. Sharpe is ~1.0 over 12 years with realistic transaction costs considered. Will disclose details of strategy in interview.
■ Worked on a probabilistic model to improve entry levels using stochastic processes and optional stopping theorem. Finding ways of maximizing the probability of entering at a retracement.
■ Support discretionary trading desk in developing software that analyses their trades and suggests new rules, namely conditions on information extracted from futures curves, to improve profits.
■ Worked on a probabilistic model to improve entry levels using stochastic processes and optional stopping theorem. Finding ways of maximizing the probability of entering at a retracement.
■ Support discretionary trading desk in developing software that analyses their trades and suggests new rules, namely conditions on information extracted from futures curves, to improve profits.
Summer Intern
Rhicon Currency Management
Privately Held; 11-50 employees; Investment Management industry
May 2011 – August 2011 (4 months)
Software Developer Intern
Phillip Securities
June 2010 – August 2010 (3 months)
Donny will be one of the speaker at New York Trading Show 2014 on 8Oct14
http://www.terrapinn.com/conference/the-trading-show-new-york/index.stm
Whether you are a beginner or an experienced trader looking to automate your trading strategies for better risk management and generation of passive income. Automated trading is perfect for the working professional who doesn't have the time to constantly monitor the markets, yet aim to manage an active portfolio and take advantage of immediate opportunities.
This event is a FREE 2 hour preview seminar leading to the Executive algo trading and quantitative strategies programme by Singaporean hedge fund quant Donny Lee. The preview will cover:
1. What is quantitative and algo trading
2. Myths of algo-trading
3. A proven market model
4. Framework to breaking down algo-codes
5. Explanation of automation of a highly successful strategy modelled after the "Turtle's trading rules"
The next session is on 18Sep14 RSVP
This event is organised by Exhibition Capital Market Strategists (exhibitioncap@gmail.com)
There is a 2-day Executive Algo Trading & Quantitative Strategies Workshop by Donny Lee on 18-19Oct-14
Course topics:
1. Overview of Financial Markets
2. Introduction to quantitative and algo trading methods
3. Proven market models and intermarket fundamental theory
4. Technical Analysis
5. Trade idea generation (Alpha)
6. Trading platform software instruction (primarily MT4)
7. "3-Hours-3-Steps" super fast track method to understanding coding
8. Introduction to 4 highly successful trading strategies (parameters adjustable)
9. Quantitative risk management
Course fee S$1,650 and special rate for preview attendees and Meetup Group members at S$1,500.
RSVP for 2-day workshop
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