Hung Nguyen
Artist 🧑🏻💻
Learn the rules like a pro, so you can break them like an artist.
-Pablo Picasso
About Me
I love games of chance and probability theory 📈. I play a lot of soccer ⚽️. When injured, I enjoy watching the games 💻 and making wagers 💵. And when none of the above is true, I hit the gym 🏃🏻, practice yoga or do nothing 🧎🏻.
Previous Research
Short-term Electricity Load Forecasting with Time Series Analysis
2017 IEEE International Conference on PHM
In this paper, several time series models will be introduced for the purpose of generating forecasts of short-term load demand, at an hourly interval, based on data made available by the Electric Reliability Council of Texas (ERCOT).
On the Relationship between Momentum Trading and Option Strategies
2018 IAQF Winning Research Paper
We investigate the relationship between momentum trading and options strategies on the S&P500 by implementing simple momentum filter knownn as MA crossover and the Black-Scholes option pricing formula to construct 4 portfolios over the period from Jan 2007 to Dec 2017.
Constructing Cointegrated Cryptocurrency Portfolios for Statistical Arbitrage
2019 Studies in Economics and Finance
This paper aims to present a methodology for constructing cointegrated portfolios consisting of different cryptocurrencies and examines the performance of a number of trading strategies for the cryptocurrency portfolios.
Education
M.S. in Computational Finance and Risk Management
University of Washington
At UW, I met great friends and we won the pregtigous 2018 IAQF research challenge. I also had great mentors who guided me through challenging research and helped publish my work in cryptocurrency.
View B.A. in Applied Mathematics
B.A. in Economics
EWU
At EWU, I developed a solid foundation in probability theory & statistics, and learned to apply its applications in various areas of economics, and actuarial science.
ViewSend me a message
Office
UW CoMotion Labs, Startup Hall
1100 NE Campus Pkwy, Suite 200
Seattle, WA 98105
Contact Info
Hung Nguyen
(206) 717-5795
contact@hung.today