Kevin Lu
Lead Data Scientist at Coin Metrics- Claim this Profile
Click to upgrade to our gold package
for the full feature experience.
-
Chinese -
Topline Score
Bio
Credentials
-
Passed Level II of Chartered Financial Analyst (CFA) Exam
-
Experience
-
Coin Metrics
-
United States
-
Financial Services
-
1 - 100 Employee
-
Lead Data Scientist
-
Jan 2019 - Present
Coin Metrics is a leading provider of crypto asset market and network data. Our data empowers our clients and the public to better understand, value, use, and ultimately steward open crypto networks. Coin Metrics is a leading provider of crypto asset market and network data. Our data empowers our clients and the public to better understand, value, use, and ultimately steward open crypto networks.
-
-
-
The Element Group
-
United States
-
Construction
-
1 - 100 Employee
-
Director of Quantitative Analysis
-
Feb 2018 - Nov 2018
Architected and implemented critical infrastructure along the entire investment pipeline for the firm’s cryptocurrency hedge fund using applications of data engineering and data science. I evaluated data sources, created data pipelines that ingested over 1 million data points per day, implemented data quality logic and monitoring, curated a large data library using a self-created ontology, provisioned cloud computing and database services, created multiple visualization tools and dashboards, implemented trade execution logic, and authored numerous API clients to interface with data sources and exchanges. I also conducted and published quantitative research using the infrastructure that I built. I researched, backtested, and developed a systematic momentum-driven trading system that allocated capital across 52 coins and was put into production. Show less
-
-
-
-
Founder
-
Apr 2015 - Feb 2018
I provided consulting services to companies at the intersection of investment management and data science. Clients include (1) a machine learning-focused cryptocurrency hedge fund where I implemented trading systems and designed the firm’s internal research workflow, data library, and investment infrastructure, and (2) a family office where I systematized the firm’s ability to detect investment opportunities using machine learning techniques. I also engaged in sports betting with my own capital using machine learning techniques to predict individual athlete performance. Ranked within top 1% of all players in terms of profitability. Developed all aspects of the system independently using R, including scraping, cleaning, and transforming data, feature engineering and modeling, creating data visualization tools, and deploying the system in a production environment. Show less
-
-
-
Bridgewater Associates
-
United States
-
Investment Management
-
700 & Above Employee
-
Research
-
Mar 2013 - Apr 2015
Multiple roles in research department. Worked on the data team to create, transform, and deliver economic and financial data models to be used in trading systems for signal generation. Upon promotion, my responsibilities expanded to include producing Bridgewater’s Daily Observations, the firm’s flagship subscription research paper sent to 10,000 clients including global leading institutional investors and policymakers. Conducted quantitative research directly with CIOs and senior researchers. Personal work product was incorporated into numerous client-facing publications. Monitored macroeconomic indicators and created significant portion of weekly internal research packet read by Bridgewater’s CIOs and senior researchers. Served in an investment engineering role to create internal research tools used by other researchers. Consistently received above average performance reviews. Show less
-
-
-
-
Managing Consultant
-
Jun 2012 - Feb 2013
Upon promotion to Managing Consultant, my role expanded to include more client-facing responsibilities and management of project workflows. Led teams of junior analysts in a project management role.
-
-
Senior Consultant
-
Apr 2011 - Jun 2012
Performed analyses using applications of data science, finance, and economics for corporations involved in mergers and acquisitions, price fixing, and intellectual property disputes. Developed and analyzed large datasets using statistical and econometric models to gain insight into market events.
-
-
-
NERA Economic Consulting
-
United States
-
Business Consulting and Services
-
500 - 600 Employee
-
Associate Analyst
-
Jun 2008 - Jul 2009
Upon promotion to Associate Analyst, my role expanded to include more management of project workflows.
-
-
Research Associate
-
Apr 2007 - Jun 2008
Performed econometric and financial analyses for corporations, hedge funds, and venture capital firms engaged in securities litigation.
-
-
Education
-
2002 - 2006
University of California, Berkeley
Bachelor of Arts - BA, Economics -
2002 - 2006
University of California, Berkeley
Bachelor of Science - BS, Business Administration -
2009 - 2010
National Taiwan Normal University
Mandarin
Community
