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%-5.72%
Total PnL-$3,678.84
Assets$27,565.24
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
2.97x short
3.47x long
PnL
-1.12 USDT
PnL%
-12.21%
Size
--
Margin
9.11 USDT
Maintenance margin ratio
1,183.00%
Entry price
0.18
Mark
0.18
Est liq. price
1,802.17
PnL
+1.07 USDT
PnL%
+11.78%
Size
--
Margin
9.11 USDT
Maintenance margin ratio
1,183.00%
Entry price
0.18
Mark
0.18
Est liq. price
1,802.17
PnL
-359.22 USDT
PnL%
-40.44%
Size
--
Margin
906.11 USDT
Maintenance margin ratio
1,183.00%
Entry price
1,758.71
Mark
1,794.28
Est liq. price
279,329.41
PnL
-253.23 USDT
PnL%
-27.56%
Size
--
Margin
906.11 USDT
Maintenance margin ratio
1,183.00%
Entry price
1,819.35
Mark
1,794.28
Est liq. price
279,329.41
PnL
+481.62 USDT
PnL%
+17.71%
Size
--
Margin
2,744.81 USDT
Maintenance margin ratio
1,183.00%
Entry price
3.2
Mark
3.22
Est liq. price
--
PnL
-1,608.57 USDT
PnL%
-104.84%
Size
--
Margin
1,614.66 USDT
Maintenance margin ratio
1,183.00%
Entry price
3.06
Mark
3.22
Est liq. price
--
PnL
-97.6 USDT
PnL%
-6.24%
Size
--
Margin
1,567.2 USDT
Maintenance margin ratio
1,183.00%
Entry price
148.08
Mark
148.55
Est liq. price
551.97
PnL
-967.65 USDT
PnL%
-82.70%
Size
--
Margin
1,121.55 USDT
Maintenance margin ratio
1,183.00%
Entry price
154.95
Mark
148.55
Est liq. price
551.97