Raymonk Surya Onggowarsito

Quantitative Research Intern

LANGYA AI Limited•  June 2024 - August 2024•  Hong Kong SAR

Researched, modeled, and fine-tuned quantitative strategies using key composition of technical indicators, optimizing parameters for enhanced performance across varying investment horizons. Backtested strategies using Python, generating key performance metrics and visualizing results to refine trading signals. Streamlined end-to-end pipeline for collecting, cleansing, and analyzing high-quality market data for portfolio securities. Implemented custom ticker mapping tables to seamlessly integrate coverage of dual-listed A-H Chinese stocks and reconcile between Bloomberg-Yahoo ticker discrepancies. Prototyped a robust high-frequency trading model incorporating trend-following and breakout frameworks, achieving an average maximum drawdown of 13% and an average annual return of 8.7% across 10 indexes and derivatives in the US market.

Data Engineering Intern

Career Hackers | Speakmanity Limited•  June 2023 - August 2023•  Hong Kong SAR

Architected, optimized, and maintained BigQuery data pipelines that cater to various media-engagement data related queries. Designed efficient queries in SQL to extract actionable insights from large-scale datasets, calculating statistical metrics to provide a comprehensive overview of performance metrics. Automated data management and governance processes via cron schedules and queues, leveraging AWS EC2 infrastructure. Delivered weekly executive-level reporting on the firm’s digital marketing performance across Instagram, Zoom, EventWebinar, and ActiveCampaign, utilizing GCP Looker Studio for data modellings and visualization.