Pak Ming, Cheung (Pak)

Role Overview:

Lead quantitative research and strategic development focused on transitioning from Medium-Frequency Trading (MFT) to advanced High-Frequency Trading (HFT) across Forex, CFDs, cryptocurrencies, and futures markets. Oversee algorithmic trading lifecycle from concept development and rigorous backtesting to live execution, performance analysis, and comprehensive risk management. Mentor quantitative analysts and developers, driving innovation and continuous enhancement of trading models to optimize ROI and operational efficiency. Consistently achieving near 20% monthly ROI, translating to an annualized return exceeding 200%.

Key Responsibilities:

• Leadership & Strategy:
  • Direct R&D initiatives for advanced multi-frequency and HFT algorithmic strategies.
  • Align quantitative and technology resources with strategic company objectives to achieve high ROI and operational excellence.
• Investment Research & Public Engagement:
  • Produce detailed investment-grade quantitative performance reports, highlighting strategy performance, ROI analytics, portfolio insights, and market trends.
  • Present comprehensive analyses to internal stakeholders, prospective investors, and at industry events, effectively demonstrating Quant Sigma's quantitative expertise.
• Technology & Infrastructure:
  • Implement and oversee ultra-low-latency trading infrastructures, including colocation at CME Aurora and Equinix LD4.
  • Integrate advanced trading platforms (MT5, Python frameworks) with FIX and iLink APIs and manage real-time market data feeds.
  • Establish sophisticated backtesting and simulation environments to ensure robust and reliable algorithm deployment.
• AI-Fueled Backtesting:
  • Conduct extensive backtesting using advanced Python-based automation and AI-driven insights to enhance algorithm performance and optimize ROI in dynamic multi-frequency trading scenarios.
• Risk Management & Market Analysis:
  • Maintain rigorous risk frameworks, actively managing metrics such as maximum drawdown, Sharpe ratios, and comprehensive stress testing to effectively adapt to evolving market volatility.
  • Leverage cutting-edge techniques including AI, machine learning (XGBoost, Transformer models), and blockchain analytics for superior market forecasting and ROI improvement.
• Reporting & Collaboration:
  • Regularly deliver clear, actionable performance reports to senior management, focusing on profit and loss (PnL), ROI, Sharpe ratios, win rates, and overall strategy effectiveness.
  • Continuously monitor technological advancements and regulatory developments to maintain compliance, manage risk, and sustain competitive advantage.

Role & Responsibilities:

• Algorithmic Trading Strategies: Designed, developed, and implemented a range of quantitative trading strategies for Forex and cryptocurrency markets, achieving a Sharpe ratio of 1.5+ in Forex and CFD trading and between 2-6 in the crypto space. These strategies, including spot, futures, CFDs, and SWAPs, generated over 20x in profit through strategic trades and arbitrage.
• Crypto and Forex Expertise: Developed a comprehensive understanding of cryptocurrency, blockchain technologies, and NFTs, optimizing trading approaches and applying advanced risk management strategies to mitigate risks in volatile markets. Successfully navigated centralized platforms like Coinbase, Kraken, Binance, Gate.io, and Web3-based platforms.
• DeFi Integration: Leveraged decentralized exchanges and DeFi protocols to enhance portfolio yield through staking, liquidity provision, and yield farming, supporting portfolio diversification and boosting returns in the crypto space.
• Risk Management and Market Analysis: Applied sophisticated risk management techniques, using Python and other analytical tools to construct predictive models, optimizing portfolio performance and dynamically managing market risks.
• Backtesting and Automation: Conducted extensive backtesting using MT4/5 and Python-based automation, refining trading models and integrating AI-powered insights to maximize performance, particularly in high-frequency trading environments.
• NFT Strategy and Blockchain Integration: Led NFT-focused trading projects, incorporating blockchain assets into investment portfolios and identifying strategic opportunities within the NFT marketplace, enhancing portfolio performance.
• Strategic Partnerships: Built strong relationships with blockchain technology providers, centralized exchanges, and DeFi protocols, expanding Pacific Cloud Computing Ltd.'s market reach and technological capabilities.
• Investment Reporting: Authored professional market and data analysis reports tailored for family office investments and distribution to potential investors, offering insights into market conditions and investment strategies.
• Team Collaboration: Partnered with internal teams and external stakeholders to stay updated on technological advancements, regulatory changes, and industry trends, optimizing trading processes and achieving consistent profitability.

Role & Responsibilities:

• Led strategic account management & coordinated with international merchants for brand positioning.
• Developed and maintained project plans, including cost estimation and resource allocation, to ensure timely project execution.
• Oversaw inventory management, supply chain coordination, and pricing structure to support operational profitability.
• Conducted comprehensive market analysis to support biz operations & enhance product offerings.
• Streamlined operations by managing and overseeing product sourcing, inventory forecasting, and operational budget alignment.