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%-6.33%
Total PnL-$4,070.83
Assets$27,173.26
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
3.73x short
3.54x long
PnL
-0.99 USDT
PnL%
-10.58%
Size
--
Margin
9.3 USDT
Maintenance margin ratio
1,099.66%
Entry price
0.18
Mark
0.18
Est liq. price
0.43
PnL
-208.87 USDT
PnL%
-22.47%
Size
--
Margin
939.7 USDT
Maintenance margin ratio
1,099.66%
Entry price
0.18
Mark
0.18
Est liq. price
0.43
PnL
-375.79 USDT
PnL%
-42.31%
Size
--
Margin
906.93 USDT
Maintenance margin ratio
1,099.66%
Entry price
1,758.71
Mark
1,795.92
Est liq. price
273,442.54
PnL
-236.67 USDT
PnL%
-25.75%
Size
--
Margin
906.93 USDT
Maintenance margin ratio
1,099.66%
Entry price
1,819.35
Mark
1,795.92
Est liq. price
273,442.54
PnL
+566.62 USDT
PnL%
+20.83%
Size
--
Margin
2,749.06 USDT
Maintenance margin ratio
1,099.66%
Entry price
3.2
Mark
3.23
Est liq. price
--
PnL
-1,658.58 USDT
PnL%
-108.10%
Size
--
Margin
1,617.16 USDT
Maintenance margin ratio
1,099.66%
Entry price
3.06
Mark
3.23
Est liq. price
--
PnL
-715.82 USDT
PnL%
-45.81%
Size
--
Margin
1,598.11 USDT
Maintenance margin ratio
1,099.66%
Entry price
148.08
Mark
151.48
Est liq. price
546.34
PnL
-525.22 USDT
PnL%
-44.89%
Size
--
Margin
1,143.67 USDT
Maintenance margin ratio
1,099.66%
Entry price
154.95
Mark
151.48
Est liq. price
546.34