Bolun Han(韩博伦)
Education
YUANPEI COLLAGE, PEKING UNIVERSITY Sep. 2012 - Sep. 2016
Beijing
- Bachelor in Finance, GSM
- Courses studied include: Investment Banking, Corporation Finance, Advance Mathematics, etc.
INSTITUTE OF PHYSICS, PEKING UNIVERSITY Sep. 2012 - Sep. 2016
Beijing
- Second Major in physics
- Courses studied include: Optics, Electromagnetic, Complex Mathematics, Modeling, etc.
SCHOOL OF MANAGEMENT, NATIONAL TAIWAN UNIVERSITY Sep. 2014 - Jan. 2015
Taiwan, China
- Exchange Program
- Courses studied include: Derivatives Trading, Options and Future, etc.
SCHOOL OF SOCIAL SCIENCE, NANYANG TECHNOLOGICAL UNIVERSITY Oct. 2022 - Jan. 2024
Singapore
- Master of Science in Applied Economics
- Courses studied include: Machine Learning, AI, Blockchain Programming.
Experience
CHOW TAI FOOK NEO ENERGY (SHANGHAI) LIMITED 2024.3 - Now
Vice President
- Co-founder
- Founded Chow Tai Fook’s private equity fund and set up the research team.
- Focused on high-frequency quantitative research in the A-share market.
- High Frequency CTA
- Developed and operated high-frequency factor mining platform (python based)
- Assembled high frequency factor library
- Established factor-based high-frequency futures index CTA strategy
- Quantitative Stock Selection
- Developed and operated a high-frequency factor stock picking platform and conducted research on low-frequency trading of high-frequency factors.
- Established corresponding quantitative stock selection market-neutral strategies.
SANJIN CAPITAL/GLOBAL FORTUNE UNITED Jul. 2017 - Oct. 2022
Investment Manager
- Medium and long-term strategies
- Developed and operated deep learning-driven A-share statistical arbitrage, quantitatively neutral strategies
- Developed and operated an improved multi-factor strategies using neural networks.
- Short-term strategy
- Developed and operated high-frequency trading strategies for A-shares.
- Deployed online in the exchange’s server room
- Derivatives Trading
- Developed and operated short-term strategy of algorithmic basket trading of stock index option.
- Developed pricing platform for OTC complex derivatives.
- Algorithmic Trading
- Developed level2 data-driven smart trading algorithms and deployed them in the intra-day trading system.
CICC Jul. 2015 - Jul. 2017
Sale Trader
- Cross-border trading
- Perform Hong Kong stock trading
- Execute algorithmic trading of US stock night trading
- Security Lending Trading
- Perform stock trading supporting SL business
- Hedge Trading
- Hedging trading for Prime Broker’s business
- Hedging trading of domestic and overseas stock index futures
- Risk control business
- Developed, designed, and implemented a risk control system for PB business, securities financing business, and other related businesses.
- Other trade-related risk control business
Research and Development
Open source projects
- Developed and maintained several python open source packages.
- Developed market-making algorithms for cryptocurrencies.
Academic Research
Pricing Model for China Railroad Passenger Transportation
- Conducted academic research on pricing modeling of Passenger Transportation.
- Won the May 4th Youth Science Award
Honors & Awards
May Fourth Scholarship PEKING UNIVERSITY, 2012
May Fourth Youth Science Award, Third Prize PEKING UNIVERSITY, 2013
Skill Set
Language: Fluent in English
Programming: Master in Python, C#
Trade: Excel in brokerage, intra-day derivative trading, intra-day Alpha trading
Algorithmic: modeling, factor mining, data analysis