Chao Li

Quantitative Finance Intern at Token Metrics
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Contact Information
us****@****om
(386) 825-5501
Location
Arlington, Virginia, United States, US

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Credentials

  • Membership of BGS
    Beta Gamma Sigma
    Mar, 2021
    - Nov, 2024
  • IELTS Band 7
    British Council
    Jul, 2019
    - Nov, 2024
  • Membership
    ACCA

Experience

  • Token Metrics
    • United States
    • Internet Publishing
    • 1 - 100 Employee
    • Quantitative Finance Intern
      • May 2022 - Present

      - Designed a cross-exchange tradable API system, resulting in the automation of current Long-Short strategies.- Directed the development of the comprehensive Backtesting framework, contributing to the Backtesting page of the website.- Utilized Snowflake SQL to access crypto market datasets and handled big data with on-hand database management tools. - Designed a cross-exchange tradable API system, resulting in the automation of current Long-Short strategies.- Directed the development of the comprehensive Backtesting framework, contributing to the Backtesting page of the website.- Utilized Snowflake SQL to access crypto market datasets and handled big data with on-hand database management tools.

  • Essence Securities Co., Ltd
    • China
    • Investment Banking
    • 200 - 300 Employee
    • Research Assistant (Financial engineering)
      • Jan 2021 - Aug 2021

      • Used MATLAB to build a data analyzing coding toolbox, as well as 9 advanced algorithms, such as the time series high and low point auto-identification algorithm, cycle auto-identification, lead and lag auto-identification, etc.• Established a MySQL database automatic maintenance system including auto-merging tables, advanced querying functions, and data manipulating functions. • Improved a Merrill Lynch clock model with GDP and CPI for predicting the macro rotation for Stock, Bond, Cash, and Commodity, achieving a 90% accuracy in predicting the Stock and Bond.• Built a macro five-factor proxy indicator analysis model with Growth, Inflation, Interest, Exchange, and Credit. This model is especially useful when providing some explanation referring to the overall market. • Built a PE/PB differentiation index factor model and an industry prosperity factor model to explain and predict some market downturns. This analyzing logical can explain 74% of certain industry stock volatility.

  • Guosheng Securities
    • Financial Services
    • 1 - 100 Employee
    • Research Analyst (TMT industry)
      • Jan 2020 - Apr 2020

      • Researched the Technology, Media, and Telecom (TMT) sector, especially in SaaS and PaaS, and explored and compared the prospects of the Cloud service between Amazon, Alibaba, Google, Microsoft, and other famous SaaS companies.• Wrote a depth report on comparing the mainstream Cloud software between SaaS companies. Pointed out that the SaaS will boom along with the Covid-19 event, compared with PaaS and IaaS. • Researched the Technology, Media, and Telecom (TMT) sector, especially in SaaS and PaaS, and explored and compared the prospects of the Cloud service between Amazon, Alibaba, Google, Microsoft, and other famous SaaS companies.• Wrote a depth report on comparing the mainstream Cloud software between SaaS companies. Pointed out that the SaaS will boom along with the Covid-19 event, compared with PaaS and IaaS.

  • Tianfeng Securities Co., Ltd.
    • China
    • Investment Banking
    • 1 - 100 Employee
    • Research Assistant (Infrastructure industry)
      • Sep 2019 - Dec 2019

      1. Job description: Tianfeng securities research institute is one of the top five securities research institutes in China, and our group is the "New Wealth Group" of analyzing building trades. This is a 3 months full-time internship (5days a week, maybe work overtime at the weekend)3. Internship content: daily work arrangement, work summary arrangement, industry research daily report compilation, industry research weekly report compilation, use the Wind to statistics important information of listed companies (such as making statistics of major contracts of 118 listed companies in the construction industry, extracting relevant government data, etc.), financial report comments, event comments, and using models to evaluate listed companiesValue, fund position proportion report, PPP quarterly report, order statistics report, equity pledge analysis, company depth report, industry depth report, etc.3. Achievements: Published 15 daily papers, 3 weekly papers, 5 in-depth researching reports, and 3 quarterly report comments (China state construction engineering co., Honglu steel structure co., Jianghe Group co. and China construction decoration co. ), participated in 2 quarterly report meetings (China state construction engineering co., China communication construction co.), participated in the 2019 Tianfeng Securities "Wind Up" annual strategymeeting (Shanghai), participated in the survey of four listed companies (China railway group LTD, TEC co, DONG ZHU co, Shanghai construction co), and designed 2 festival posters(Spring Festival, Labor Day)

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