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  • Korea.Seoul

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donghui-0126/README.md

안녕하세요! 👋 Welcome my Github

I'm interested in Algorithm Trading, Reinforcement Learning and Rust.

Interest

  • Optimization By RL
  • Algorithm Trading By RL
  • Constuct Algorithm Trading Platform

KeyWord: Reinforcement Learning, Algorithm-Trading, Data-Analysis, Finance, Operation-Research

2024 Plan

  1. RL4Trading project - In Private Repository - RL4Trading

    • Algorithm Trading with Reinforcement Learning

  2. Study RUST - Golang

    • To Construct Algorithm Trading Platform

  3. Trading 10 symbols on Binance

TODO List

  1. Binance Tick Data EDA
    • Orderbook Reconstruct | Rust
      • Online Websocket (complete | 2024.08.18) ~ Rust
        • Data Writer ~ Rust
      • Offline Dataset Simulation (complete | 2024.08.28) ~ Rust
        • Data Engineering to Tick Data Handling (complete | 2024.08.28) ~ python & Rust
      • Data Storage (complete | 2024.08.28) ~ python & Rust
    • Matching Engine (hold off)
  2. Tick Data Analysis (on going) ~ python
  3. Train Trading AI ~ python & Rust
  4. Backtest Engine
  5. Trading!

Project

  • What is important Stats in NBA? (2022)
  • Dacon: Lettuce Growth Forecast AI(2022)
  • Sentiment Analysis by BERT (KHUDA 3nd, 2023)
  • Virtual Trading Based on TA (KHUDA 3nd, 2023)
  • Predict Resell Price of Shoes By KREAM (2023)
  • Machine-Learning-for-Factor-Investing (2023)
  • RL Scalping Agent (2023~)
    • Chart env Construction GO!
    • gym-Chart-env tuning GO!
  • Causal Inference: Factor of Happiness (2024)

Code Archive

  • Open_CV Practice GO!
  • Baekjoon Algorithm Study GO!
  • Machine Learning/Deep Learning GO!
  • RL Algorithm GO!
  • Data Structure GO!
  • Operation Research Practice GO!
  • Django Practice GO!
  • Hello, Rust-World! Go!

Research

  • Hyeong-jin Son, Lim Donhui, & Young-woo Han. (2023). Reinforcement learning portfolio optimization based on portfolio theory. 한국정보처리학회 학술대회논문집, 30(2), 961-962.
  • KHU AIMS LABS Undergraduate researcher (2024.01~)
    • Optimizing Combinations with Reinforcement Learning (TSP, VRP)
  • 모두의 연구소 PISTAR LAB (2024.03~)

Award

  • 금융보안원, [FSI Data Challenge 2023] 트랙B '지역별 라이프스타일 분석을 통한 전기차 구매 고객 예측', 우수상 (2023.10)
    • Prediction of EV Purchasing Customers through Regional Lifestyle Analysis
  • World Quant, Alphaton-[Korea Partner], 3등 (2023)
  • BDA X ASCEND 비트코인 변동성 예측 공모전, 우수상 (2024)
    • Prediction of bitcoin Volatility

Experience

  • 경희대 데이터분석/AI 동아리 KHUDA 3기(Financial Track) 수료 (2023.01-2023.07)
    • KHU Data Analysis/AI Club
  • 경희대 데이터분석/AI 동아리 KHUDA 4기(Financial Track) 수료 (2023.08-2023.12)
    • KHU Data Analysis/AI Club
  • 금융공학 학회 UFEA 36기
    • Study Financial Engineering
  • KHU AIMS LABS Undergraduate researcher (2024.01~08)
  • 모두의 연구소 PISTAR LAB (2024.03~08)
    • Study Algorithm Trading With AI

Email: lukedonghui@gmail.com

Pinned Loading

  1. crypto-scalping-RL-Agent crypto-scalping-RL-Agent Public

    Jupyter Notebook 1

  2. mini-project mini-project Public

    대단하진 않지만 소소하고 재밌는 개인/팀 프로젝트

    Jupyter Notebook 2

  3. Reinforce-Learning Reinforce-Learning Public

    Jupyter Notebook

  4. machine-learning machine-learning Public

    머신러닝 공부 기록장

    Jupyter Notebook

  5. Machine-Learning-for-Factor-Investing Machine-Learning-for-Factor-Investing Public

    Jupyter Notebook

  6. Gym-Trading-Env Gym-Trading-Env Public

    Forked from ClementPerroud/Gym-Trading-Env

    A simple, easy, customizable Gymnasium environment for trading.

    Python 1