rkan / Rodney Kan

Ongoing Projects

RIA: Retrieve Information Autonomy
• Web-app that gives viewer full power to decide which content to see (or more important, not to see)
  
• Integrate with data techinique to facilitate information extraction
  

W-TNF: Web-version TaiexNotiFier
• Web-app that gives same feature (and possibly more) as the line-version
  
  • 1st phase: Mobile-first webpage by RWD
  • 2nd phase: App-version (via React Native?)

NIFR: Next-dacade Investment Framework Reconstruction
Crawl / Analyze / Visualize data / strategies / portfolio on 2000+ stocks from Taiwan stock market since 2005

• Data collecting
  
  • Scrapy to crawl daily market data with on-the-fly validation
  • SQL (sqlite3) as a standard data store
  • NoSQL (mongoDB) as an additional store
• Data processing
  
  • Technical indexes computation
  • Portfolio generation: combination of different strategies (#target/buy/filter/sell/aggregations)
  • PerformanceAnalytics (R package) to compute performance metrics among strategies
    • Returns / DrawDowns(dd) / ldd / recovery / SharpeRatio / ...
• Data visualization
  
  • Gatsby / Apollo GraphQL / redux / d3.js / SemanticUI
    • Tables / Line charts / Histograms / Scatter charts / Box charts / ..., powered by SSG and GraphQL
  • Meteor: previously adopted framework; phase out due to performance consideration (compared with SSG)
Next Focus: Multi-market support e.g., U.S stock market

Ongoing Learnings

• Responsive Web Design (RWD): w3.css
• JavaScript testing: Jest
• Data techinques - theory and implementation: Statistics, R, scikit-learn, Elasticsearch
  

Public Projects

A Notifier on Taiwan Stock Market Price Change: A bot program gives push notification on stock prices; available at Line platform
• Fast: only seconds of delay w.r.t price change
• Free: 6,600+ friends; thousands of interaction per day
• Easy to use: well designed bot interface/commands; clear Line flexmsg

Open Source Projects

• Quant-in-R: Simple financial applications & analysis programs written in R, includes
  
  • SHY: The SHarpe Yield Strategy, and the proof of concept of its potential to outperform 0050, the largest whole market ETF in Taiwan
• semile: A profiling framework catches semantics of programs (support C/C++)
  
• BUFFY: A simple yet flexbile multi-destination back up tool (support Amazon S3)
  
• iReminder: The image reminder; brings you as much as you can imagine
  
• web-notifier: A tool notifies web content change/update
  

Previous Projects

Note: rather old tech. compare to more recent same kind project NIFR
opWin: Taiwan stock market quantitative model building/evaluation, which includes
• Unified market data retrieval engine by python
  
• Data visualization engine by QT, qwt
  
• Investment strategy exploring & evaluation, core computation by C++, boost
  

~ Trust the process of realize and change the world in software way ~