About Me

Who is Lucky Wang?

An engineer, an amateur singer/performer/composer/artist, a sports lover and a lot more. His colorful journey began in Keelung City, Taiwan. He nurtured his talents and skills, in both extra-curricular and academic apsects, in this lovely city. After graduating from Jianguo Senior High School in Taipei, he pursued his Bachelor's Degree at The University of Hong Kong. His exchange experience at UIUC later became the dominant reason why he determined to pursue a Graduate Degree in Computer Science or Financial Engineering in the States. The journey continues...

He is always passionate about sampling different cultures and embracing Mother Nature wherever he travels. His experience in Taiwan, Hong Kong, Shanghai, Chicago, New York, Los Angeles...... broadened his horizon and gave him the opportunity to appraoch different issues with fresh perspectives.

Engineer

Music Producer

Artist

Sports Lover

What I do?

Here are my career interests

Software Engineer

Solid background in data structure, algorithms, and Python development

Data Scientist

Passionate about dealing with data and analyzing its pattern

Quant

Mainly looking for opportunities involving programming and finance

Music Producer

Rich street/on-stage performance and competition experience

My Specialty

Programming Skills

As an undergraduate minor in Computer Science, he continuously enriched his computer skills by taking school courses and self-learning. He puts most of his learning effort in data science and programming-related fields during his master's study.

Python

Rust

Java

C++

SQL

R

Other: Working experience in Linux, Shell Script, VBA, C, HTML, PHP, CSS, AMPL, Stata

Education

Education

Master of Engineering
Operations Research and Information Engineering

Expected Graduation Date: December 2019

Selected Coursework:
  • Optimization, Statistical Data Mining, Data Structure, Java, Time Series Analysis, Algorithm Analysis, Monte Carlo Simulation

Bachelor in Economics and Finance, minor in Computer Science, 2014-2018

Selected Coursework:
  • Programming : Object Oriented Programming, Data Structures, Algorithm Analysis, Machine Learning, Database Management, Electronic Commerce Technology
  • Quantitative: Linear Algebra, Multivariable Calculus, Probability & Statistics, Stochastic Calculus, Econometrics
  • Finance: Fixed-Income Securities, Investments and portfolio analysis, Spreadsheet Modeling, Risk Management
  • Economics: Microeconomics, Macroeconomics, Game Theory, Monetary Economics,
Accomplishment:
  • HKU Foundation Scholarship for Outstanding International Student
  • HKU Dean's Honour List 2017

Exchange Student for a semester, 2017

Selected Coursework:
  • Programming: Database Management, Operating System
  • Economics: Economics of Labor Market, Industrial Competition and Monopoly
Experience

Work Experience

Quantitative Developer June 2020-January 2021 Quanrend Technology @ Taipei

  • Developed deep learning models (Transformer, LSTM and CNN) for price prediction which yield 5+ Sharpe ratio
  • Built a virtual broker system (backtester) with minimal latency in Rust for inhouse strategy validation
  • Researched trading ideas and implemented alphas as input to machine learning models
  • Built a feature selection pipeline to automate alpha-testing procedure which produces alpha effectiveness report

Machine Learning Intern Spring 2020 E.sun Bank @ Taipei

  • Fine-tuned BERT for intent classification on chatbot questions and APP comments. Improved response relevance
  • Pre-trained/Fine-tuned BERT with internal news source to identify news that may impact our traders’ market decisions

Summer Analyst Summer 2017 Guotai Junan Securities @ Shanghai

  • Assisted in the pricing procedure of an IPO using IPO valuation models
  • Prepared pitch materials for a private placement roadshow by doing industry research and analyzing data with Python
  • Designed VBA codes and utilized Wind API to accelerate data entry
  • Maintained the IPO database and wrote weekly report containing market updates

Intern Summer 2016 DFI Inc. @ Taipei

  • Compiled technical documents, including datasheet and manual, of industrial computer products by communicating with project managers, software, and firmware teams
  • Conducted case studies to promote potential product applications, which helped gain 2 institutional customers
  • Assisted in the website and e-store maintenance and facilitated an exhibition
My Work

Recent Work

炙愛-陳忻玥

恆溫-孫盛希

摯友 - A-Lin

美麗-王大文

天黑黑-孫燕姿

你要的不是我-林俊傑

如果我變成回憶-Tank

怎麼了-周興哲

說好不哭-周杰倫

Everything has changed-Taylor Swift/Ed Sheeran

空白格-蔡健雅

我可以-蔡閔佑

You are the reason-Calum Scott

連名帶姓-張惠妹

過客-阿涵

2018 The Voice of Cornell Finalist - Round 1

2018 The Voice of Cornell Finalist - Round 2

安靜-周杰倫

壞的好人-張惠妹

不是因為天氣晴朗才愛你-理想混蛋

行星-理想混蛋

有一種悲傷-A-Lin

誰-李友廷

The Perfect Meal

A Dining Recommendation Web App (Currently down, server unmaintained)