happyWang
happyWang
17Following
0Followers
Expert in multi-asset quantitative strategies
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✦ 15 years of actual combat in the global securities market
He has managed a cross-border asset portfolio of over 3 billion yuan, with an annualized return of 38.9% (2019-2024)
The original "dynamic volatility anchoring" algorithm achieves a maximum drawdown of <8% (22.6% for CSI 300 in the same period)
Long and short double open arbitrage, stable and safe, 3% per week, 120% per year
✦ Core Competency Matrix|
├─ Multi-factor model construction (Barra system iterator)
├─ Development of high-frequency arbitrage system (order flow analysis delay<3ms)
├─ Machine Learning-Driven Combinatorial Optimization (XGBoost+Reinforcement Learning Framework)
└─ Black Swan Event Stress Test
Earnings may be mediocre, but the focus is stable.
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Overview
Futures trades
Spot trades
Bot trades
Stats
Total PnL%-6.38%
Total PnL-$4,100.86
Assets$27,143.23
Days active181
Max drawdown-40.25%
Win rate
50.97%Profit/loss ratio
1:0.78Net transfer-$33,070.86
PnL%
PnL
Assets
--
Positions (8)
Assets
Latest records
Open positions
History
Open positions
3.03x short
3.52x long
PnL
-0.21 USDT
PnL%
-2.18%
Size
--
Margin
9.18 USDT
Maintenance margin ratio
1,167.08%
Entry price
0.18
Mark
0.18
Est liq. price
1,771.66
PnL
+0.18 USDT
PnL%
+2.08%
Size
--
Margin
9.18 USDT
Maintenance margin ratio
1,167.08%
Entry price
0.18
Mark
0.18
Est liq. price
1,771.66
PnL
-288.22 USDT
PnL%
-32.45%
Size
--
Margin
902.56 USDT
Maintenance margin ratio
1,167.08%
Entry price
1,758.71
Mark
1,787.25
Est liq. price
274,622.59
PnL
-324.23 USDT
PnL%
-35.28%
Size
--
Margin
902.56 USDT
Maintenance margin ratio
1,167.08%
Entry price
1,819.35
Mark
1,787.25
Est liq. price
274,622.59
PnL
+141.6 USDT
PnL%
+5.21%
Size
--
Margin
2,727.81 USDT
Maintenance margin ratio
1,167.08%
Entry price
3.2
Mark
3.2
Est liq. price
--
PnL
-1,408.55 USDT
PnL%
-91.80%
Size
--
Margin
1,604.66 USDT
Maintenance margin ratio
1,167.08%
Entry price
3.06
Mark
3.2
Est liq. price
--
PnL
-631.43 USDT
PnL%
-40.41%
Size
--
Margin
1,593.89 USDT
Maintenance margin ratio
1,167.08%
Entry price
148.08
Mark
151.08
Est liq. price
547.67
PnL
-585.62 USDT
PnL%
-50.05%
Size
--
Margin
1,140.65 USDT
Maintenance margin ratio
1,167.08%
Entry price
154.95
Mark
151.08
Est liq. price
547.67