Qingze Zhao

Option Trader at 申万宏源证券有限公司
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Contact Information
us****@****om
(386) 825-5501
Location
Shanghai, China, CN
Languages
  • English Native or bilingual proficiency
  • Chinese Native or bilingual proficiency

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Bio

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Experience

    • Capital Markets
    • 200 - 300 Employee
    • Option Trader
      • May 2021 - Present

      - 上证50沪深300ETF期权做市交易 - 期权自动化做市交易策略的研究与应用 - 运用期权策略实现超额收益,包括波动率套利、基差套利策略、Delta对冲策略等 - 做市系统参数的研究与优化,包括波动率平滑参数、价差系数、偏移系数等 - 上证50沪深300ETF期权做市交易 - 期权自动化做市交易策略的研究与应用 - 运用期权策略实现超额收益,包括波动率套利、基差套利策略、Delta对冲策略等 - 做市系统参数的研究与优化,包括波动率平滑参数、价差系数、偏移系数等

  • Ping Capital Management Ltd
    • Greater New York City Area
    • Option Trader
      • May 2016 - Dec 2020

      - SPX SPY 的期权交易 - 期权的方向性交易,greek敞口管理,波动率套利 - 期权定价理论有较深入研究,对各类定价理论有深入理解 - SPX SPY 的期权交易 - 期权的方向性交易,greek敞口管理,波动率套利 - 期权定价理论有较深入研究,对各类定价理论有深入理解

Education

  • University of Pennsylvania
    Doctor of Philosophy (Ph.D.), MEAM
    2011 - 2016
  • Shanghai Jiao Tong University
    Bachelor's Degree, Mechanical Engineering
    2007 - 2011

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