Korea / Special Sits, Pairs, Index Rebalancing, Clepsydra Capital

Sanghyun Park

I investigate special situations, pairs, and index rebalancing trades in Korea.

Korea / Special Sits, Pairs, Index Rebalancing

Algorithm Trading on KOSDAQ: Citadel Fund Case Checkup

Citadel Algorithm Trading on KOSDAQ: Accusations of Spoofing

Thematic (Sector/Industry)

South korea Consumer discretionary / Thematic (Sector/Industry)

<p>I'm currently building an algorithm trading system of my own. Of course, this is far from being a HFT type system. I'm just building it on my i5-16Gb 64bit Windows PC. I'm using Python and API from one of the local brokerages. API isn't perfectly reliable yet, but it provides a surprisingly wide array of data. For qualitative part, I'm planning to build a news flow analytics tool using R. This is a very simple deep learning system, but I hope it to be <a href="http://www.newsis.com/msi/whatmsi/" target="_blank" rel="noopener">something like this</a>. Anyway, my system isn't in operation yet. It still needs some programming tuneup.</p>

I'm currently building an algorithm trading system of my own. Of course, this is far from being a HFT type system. I'm just building it on my i5-16Gb 64bit Windows PC. I'm using Python and API from one of the local brokerages. API isn't perfectly reliable yet, but it provides a surprisingly wide array of data. For qualitative part, I'm planning to build a news flow analytics tool using R. This is a very simple deep learning system, but I hope it to be something like this. Anyway, my system isn't in operation yet. It still needs some programming tuneup.

Kakao Blockchain Mainnet & First Alternate Stock Lender in Korea