Roger Chen

I am a passionate quantitative researcher with a deep interest in systematic trading strategies and factor investing. Currently pursuing my Master's degree in Finance at National Chengchi University, I focus on developing and optimizing multi-factor investment strategies for the Taiwan equity market.

My research interests lie at the intersection of quantitative finance and data science, with a particular emphasis on factor investing, machine learning applications, and market microstructure analysis. Through my academic work and internships, I've developed a comprehensive understanding of various market phenomena and their implications for systematic trading strategies.

My professional journey includes diverse quantitative research experiences across multiple firms:

• SQM Technologies - Developed factor-based strategies and machine learning models for equity trading
• President Securities Corp - Utilizing Machine Learning Model to Determine Asset Strength and Weakness.
• MBQ - Research index enhancement strategies and monitor signals to report to investors
• EDGE Quantitative Trading - Developed futures trading strategies and backtesting frameworks
• TEJ - Built quantitative analysis tools and factor research platforms
• Crypto Arsenal - Researching cryptocurrency CTA strategies and optimizing backtesting to develop strategies deployable on exchanges.

Beyond individual research, I actively contribute to the quantitative finance community:

• Lead Researcher at Jams Capital Portfolio Management Team, focusing on systematic strategy development
• Mentor at TMBA Algorithm Trading Team, guiding strategy research and implementation
• Regular contributor to quantitative research publications and academic discussions

Core Competencies:

• Systematic Trading Strategy Development
• Factor Research and Portfolio Construction
• Machine Learning in Financial Markets
• Market Microstructure Analysis
• Alternative Data Research
• Risk Management and Portfolio Optimization

My career objective is to become a distinguished Quantitative Researcher and Trader, combining rigorous academic research with practical trading implementation. I am particularly interested in roles that allow me to develop innovative systematic trading strategies while contributing to the advancement of quantitative finance methodologies.