- Designed LangChain·LangGraph-based pipelines enabling LLM-driven parameter estimation and automated state machine workflows.
- Built Quant Engine for deep OTM call/put across four assets, including expected return and covariance estimation, with robust parsing and validation logic.
- Developed Optimizer with hedge ratio constraints, incorporating dynamic cash allocation, long/short balance, and delta limits to reflect real-world portfolio restrictions.
- Automated portfolio delta calculation and execution reporting, consolidating strike prices, positions (long/short), deltas, weights, and contract volumes.
- Implemented scenario testing framework to validate portfolios under diverse market regimes (Black Swan, global recovery, liquidity crunch, inflation risk, sector rotation).
- Integrated investor views (bullish/bearish/neutral, volatility expansion) into portfolio weighting and hedge strategy adjustments.
- Delivered KOSPI200 index option portfolios meeting hedge ratio targets and generating final order sheets with key metrics (portfolio delta, OTM call short hedge, strike-level positions, deltas, weights, and volumes).
- Developed LangChain·LangGraph-based USD/KRW scenario testing pipeline for automated generation of spot, NDF, futures, and options strategies.
- Automated FX strategy recommendations across spot/NDF/futures positions and option structures (calls/puts, straddles/strangles, risk reversals) tailored to scenario outcomes.
- Designed and validated macro/market event scenarios (e.g., King Dollar return, geopolitical risks, trade deficit, regulatory intervention, pivot expectations, range-bound markets).
- Implemented directional logic by fusing option IV, risk reversal signals, swap points, and NDF spread indicators.
- Optimized portfolio Greeks (Delta/Gamma/Vega) and exposures, with dynamic cash allocation and automated execution reports/final order sheets.
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