Longtao Han
Trexquant Investment LP
Position Description
Collaborate with researchers and strategists to implement algorithms. Expand the low-latency trading system and add functionalities for easier analyses on performance.
Structure of a Typical Day
My work routine would be better described as project-based. When ideas flow around, I read some papers and discuss with colleagues. Then, a big chunk of time will be devoted to programming and testing. In the meantime, more discussions are needed as I may not be aware of some financial fundamentals or I may miss some practical restrictions. Therefore, there are days I spend whole day learning new stuff, and there can also be days I concentrate on coding. The fun day comes when I see the program is finally integrated into the system, and it runs smoothly.
Advice to Other Students
Keep good communication with your advisor, who will always be willing to help you.