Experience

Huatai Securities Co., Ltd.

• China
• Investment Banking
• 700 & Above Employee

• Quantitative Research Analyst

  • Jul 2019 - Present

  • Constructed Barra style factor return based on factor exposure and corresponding stock return • Applied traditional time series methods, LSTM, XGBoost to predict accumulated factor return • Constructed price volume factor based on WorldQuant Alpha101, GTJA Alpha191 as features • Applied logistic regression, SVM, random forest, lightgbm to predict factor percent change • Constructed Barra style factor return based on factor exposure and corresponding stock return • Applied traditional time series methods, LSTM, XGBoost to predict accumulated factor return • Constructed price volume factor based on WorldQuant Alpha101, GTJA Alpha191 as features • Applied logistic regression, SVM, random forest, lightgbm to predict factor percent change



汇鸿汇升

• 中国 江苏 南京

• 量化投资

  • Nov 2017 - Feb 2018