Experience

Ruitian Investment LLC

• China
• Investment Management
• 1 - 100 Employee

• Quantitative Analyst

  • Jan 2021 - Present



Shanghai Qilin Investment Management CO., Ltd.

• Anhui, China

• Quant Research Intern

  • Jul 2018 - Jan 2019

  • Developed an alpha long-short trading strategy with an average 50.93% return per year and a 77% win rate per day in Chinese stock market using price and volume data. Other alpha factors also have good performance • Improved portfolio performance by creating some methods to combine several alphas and reduce the correlation to the existing strategy library • Developed an alpha long-short trading strategy with an average 50.93% return per year and a 77% win rate per day in Chinese stock market using price and volume data. Other alpha factors also have good performance • Improved portfolio performance by creating some methods to combine several alphas and reduce the correlation to the existing strategy library



ZheShang Securities Co. Ltd.

• China
• Investment Banking
• 1 - 100 Employee

• Research Assistant

  • Jan 2018 - Apr 2018

  • Analyzed the performance of three stocks and presented a research report about the present business conditions and future price range of the stocks based on the past five years’ financial histories in quarterly reports, new policies, and data (P/E Ratio, EPS, Beta.) of the industry; formulated three strategies on how to trade in market • Analyzed the default risk of two Chinese local governments (Lu'an City, Chuzhou City) by modeling the relationship between cities’ comprehensive score and debt ratio using linear regression and data in reports about local economic activity • Analyzed macro Chinese stock market quotes based on the comparisons between historical E/P Ratio of the main market index and interest rates; analyzed the relationship between specific features with the economic phenomenon • Attempted to build a model about predicting the PMI of China using historical prices of several main commodities; applied machine learning methods to discover unstable results for different time horizons Show less