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%-6.31%
Total PnL-$4,058.07
Assets$27,186.02
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
3.72x short
3.53x long
PnL
-1.22 USDT
PnL%
-13.04%
Size
--
Margin
9.29 USDT
Maintenance margin ratio
1,103.03%
Entry price
0.18
Mark
0.18
Est liq. price
0.43
PnL
-185.64 USDT
PnL%
-19.97%
Size
--
Margin
938.54 USDT
Maintenance margin ratio
1,103.03%
Entry price
0.18
Mark
0.18
Est liq. price
0.43
PnL
-370.94 USDT
PnL%
-41.76%
Size
--
Margin
906.69 USDT
Maintenance margin ratio
1,103.03%
Entry price
1,758.71
Mark
1,795.44
Est liq. price
273,639.1
PnL
-241.51 USDT
PnL%
-26.28%
Size
--
Margin
906.69 USDT
Maintenance margin ratio
1,103.03%
Entry price
1,819.35
Mark
1,795.44
Est liq. price
273,639.1
PnL
+430.61 USDT
PnL%
+15.83%
Size
--
Margin
2,742.26 USDT
Maintenance margin ratio
1,103.03%
Entry price
3.2
Mark
3.22
Est liq. price
--
PnL
-1,578.57 USDT
PnL%
-102.88%
Size
--
Margin
1,613.16 USDT
Maintenance margin ratio
1,103.03%
Entry price
3.06
Mark
3.22
Est liq. price
--
PnL
-559.69 USDT
PnL%
-35.82%
Size
--
Margin
1,590.3 USDT
Maintenance margin ratio
1,103.03%
Entry price
148.08
Mark
150.74
Est liq. price
545.89
PnL
-636.96 USDT
PnL%
-54.44%
Size
--
Margin
1,138.08 USDT
Maintenance margin ratio
1,103.03%
Entry price
154.95
Mark
150.74
Est liq. price
545.89