Heze(Hertz) Li
Algo Trading Researcher at 中信建投证券股份有限公司- Claim this Profile
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Bio
Credentials
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证券从业资格
中国证券业协会Nov, 2016- Nov, 2024
Experience
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中信建投证券股份有限公司
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China
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Investment Banking
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1 - 100 Employee
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Algo Trading Researcher
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Sep 2021 - Present
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Tencent
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China
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Software Development
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700 & Above Employee
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Data Analyst
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Jun 2021 - Sep 2021
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ICBC Credit Suisse Asset Management
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China
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Financial Services
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1 - 100 Employee
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Algorithm Engineer
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Jan 2021 - May 2021
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Shenwan Hongyuan Securities Co., Ltd.
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Capital Markets
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200 - 300 Employee
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Quantitative Analyst
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Jun 2020 - Jan 2021
1.Independently improve the vn.py quantitative trading system framework: Based on the implemented single trading account version, multiple trading accounts to run multiple trading strategies at the same time is realized . It was merged into real trading, effectively improving transaction efficiency. 2.According to the lottery theory, complete the iterative prunning of the fully connected neural network that predicts the monthly income ranking of a single stock with multiple factors: Experiments results show that when the network only retains 5-10% of the original connections, the sub-network performance after pruning reaches the best; The sparse sub-network reduces storage requirements and improves the expected computing performance indicators, providing inspiration for subsequent research. 3.Participate in quantitative multi-factor mining, integrate with the multi-factor system, and invest in real trading to effectively improve the efficiency of the use of related factors: Independently complete the encapsulation of quantization factors, including 47 python factors, 60 C++ factors and all 158 factors in TA-Lib C++ pybind11 library is used to expose encapsulated C++ factors to the python side.
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Deloitte
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Business Consulting and Services
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700 & Above Employee
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Data Analyst
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Aug 2018 - Nov 2018
Assist to accomplish 2 reports (about captcha and faces automatic recognition respectively) in the AI field; Assist in the automation of data processing and modeling. Assist to accomplish 2 reports (about captcha and faces automatic recognition respectively) in the AI field; Assist in the automation of data processing and modeling.
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Siam University
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Thailand
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Higher Education
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1 - 100 Employee
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Project Member
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Aug 2017 - Aug 2017
Development of mobile promotion for Monkey King Foods; Construction of the WeChat public platform of Siam University. Development of mobile promotion for Monkey King Foods; Construction of the WeChat public platform of Siam University.
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Education
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厦门大学
Master's degree, Quantitative Finance -
Aalto University
Exchange Program, Computer Science -
西南财经大学
Bachelor's degree, Financial Intelligence & Information Management -
重庆南开中学
High School Diploma, Science