About

Sun-kyu Lee

Sogang University
- Mar 2013 - Aug 2019
- B.S. in Computer Science and Engineering
- B.A. in Business (Finance and Accounting) Double Major
Korea Advanced Institute of Science and Technology
- Aug 2019 - Aug 2021
- M.S. in Financial Engineering
- Master Thesis : ETF Trading Strategy: An Empirical Study using High Frequency Data

Qualifying, 2017 Dongbu Financial Essay Competition (Fund Suggestions About Startup Investment)
[7th place among 25 teams], 2018 rotman-UNIST trading competition (http://ciet.unist.ac.kr/%ed%8a%b8%eb%a0%88%ec%9d%b4%eb%94%a9-%ea%b2%bd%ec%a7%84%eb%8c%80%ed%9a%8c/2018-2/%ea%b2%b0%ea%b3%bc/)
- 2nd place in ETF Arbitrage algorithm trading
- 3rd place Electric futures trading
- 3rd place Crude oil futures trading
Qualifying, 2018 Dongbu Financial Essay Competition (Proposal for option trading through K200 index prediction using MLP algorithm)
[6th place among 25 teams], 2019 rotman-UNIST trading competition (http://ciet.unist.ac.kr/%ed%8a%b8%eb%a0%88%ec%9d%b4%eb%94%a9-%ea%b2%bd%ec%a7%84%eb%8c%80%ed%9a%8c/2019-2/rutc-2019/)
- 5th place in Statical Arbitrage algorithm trading
- 2nd place Crude oil futures trading
Qualifying, 2019 Dongbu Financial Essay Competition (Forecast of Delisting Companies Using Decision Trees)
Major Certification in Corporate Finance Analytics, 2018-2 Sogang Business School

212 Regiment, Republic of Korea
- Jun 2014 - Jun 2016
- Military Service
- Maintain computer equipment and software
Standard Chartered, Seoul, Republic of Korea
- Jan 2017 - Apr 2017
- Corporate Finance Center
- intern
Indigowave (Financial Data Processing LAB), Seoul, Republic of Korea
- May 2018 - May 2021
- Algorithm Trading Programming
- Foreign Derivatives(Future and Option) trading
- building an Algorithm Trading system by using Kiwoom Foreign Derivative and Futures API and Interactive Brokers API
- Collect tic data by using Kiwoom Korea Stock API
Miraeasset Securities, Passive Solution, Global Index Trading Team, Seoul, Republic of Korea
- June 2021 - Present
- Algorithm, High Frequency Trading System Programming

Publishing Application (Sogang TIME)
- (https://www.sg-alumni.org/page/bbs/board.php?bo_table=b03&wr_id=15&sfl=wr_subject&stx=%EC%9D%B4%EC%84%A0%EA%B7%9C&sop=and)
- (https://pf.kakao.com/_EnjQu)
Sogang Wise Investment Club
- Aug 2016 - present
- Research for Trading and Valuation
Teaching Assistant, Sogang Univ.
- Mar 2019 - Jul 2019
- Big Data programming (STS2011)
Technical Assistant, Sogang Univ.
- Mar 2017 - Jul 2019
- Maintain computer equipment and software
Published a paper, KIISE(Korea Institute of Information Science and Engineering)
- (https://www.dbpia.co.kr/journal/articleDetail?nodeId=NODE08763709)
- Jul 2019
- Forecast of Delisting Companies Using Gradient Boosting Classifier
Copyright registration, Korea Copyright Commision
- https://www.copyright.or.kr/main.do
- Mar 2020
- Futures Automatic Pair Trading System (Registration Number : C-2020-008135)