Forrest Li

Background

About Forrest Li

Over 10 years of experience in QA, Dev, Ops within quant and electronic trading, focusing on OMS, EMS algo trading, and ultra-low latency market access systems. • Extensive experience collaborating with internal teams, various Asian exchanges, brokers, and vendors for the development of new exchange connectivity and version upgrades. Familiar with various APAC trading protocols & market data protocols. and skilled in creating Python decoders to decode most APAC trading protocols from scratch. Additionally, developed an extensive auto test framework and integrated it into CI.• Proficient in OMS, EMS, and their core infrastructures, as well as various low latency market making strategies and related infrastructures.• In-depth knowledge of various execution algorithms, such as POV, VWAP, TWAP, and IS, and previously developed Java unit cases for algo execution trading team.• Experienced in providing support for distributed high-frequency, low-latency trading systems and position services as L2 support, as well as reviewing C++ unit test cases for ultra-low latency market access systems.• Skilled in Linux and proficient at debugging client/exchange connectivity issues in ultra-low latency environments.• Experienced in gathering business requirements and effectively communicating with colleagues at different levels and locations.• Substantial experience in leading and building a dev ops and QA support team • Strong understanding of Portfolio Management and traditional multi-factor models for Equity, simple equity long-short strategies, as well as pricing models for Equity Derivatives like options.• Experienced in Pandas, Numpy etc• Have knowledge in Pyspark, AirflowUploaded few tools/scripts developed by using python & Java to the following repo:https://github.com/ForrestLihttps://github.com/ForrestLi/alpha_forest