Experience

Yinhua Fund Management

• China
• Investment Management
• 1 - 100 Employee

• Quantitative Research Intern

  • Jul 2023 - Present

  • Investigated CTA-inspired (commodity trading advisor) asset allocation strategy that generated trade signals with Donchian channel and long-term moving average on low-risk and high-risk asset groups • Verified statistics from TF Securities research report that utilized CTA-inspired asset allocation strategy on Chinese market indices (mid-term credit index, currency index) with Python • Devised asset allocation strategy motivated by previous research on S&P 500, US commodity index, and gold; obtained 9.5% annualized return and 2.7 Sharpe ratio with 2010-2022 market data Show less

• Quantitative Market Analyst Intern

  • Jun 2022 - Aug 2022

  • Implemented data tables and visualizations in Excel of reports on the relationship between 9 emotional indices, such as debt financing balanced, and the Shanghai-Shenzhen 300 index • Trained linear regression model in Python with VIX as the independent variable and S&P 500, NASDAQ, and Federal Funds rate as dependent variables on daily data between 2001-2006; achieved 0.4 and 0.35 backtest r-squared for S&P 500, NASDAQ on data between 2006-2020 • Expanded previous model by adding high and low prices of VIX as independent variables and observed a 0.1 decrease in r-square with the same training and backtesting process Show less



William & Mary Global Research Institute

• United States
• Research
• 1 - 100 Employee

• Geospatial Analysis Researcher

  • Jun 2021 - Aug 2021

  • Developed and calibrated agent-based traffic simulation model using multi-agent transportation simulation (MATSim) in collaborated research • Deployed the traffic simulation model on Williamsburg, VA with the road map and population as inputs and predicted real-time traffic with 20% accuracy • Improved accuracy by 25% with external data such as the Williamsburg population density map, college dorm information, and student class schedules • Developed and calibrated agent-based traffic simulation model using multi-agent transportation simulation (MATSim) in collaborated research • Deployed the traffic simulation model on Williamsburg, VA with the road map and population as inputs and predicted real-time traffic with 20% accuracy • Improved accuracy by 25% with external data such as the Williamsburg population density map, college dorm information, and student class schedules



William & Mary

• United States
• Higher Education
• 700 & Above Employee

• Researcher

  • Jun 2021 - Aug 2021

  • Developed algorithm in MATLAB to verify that converse of Gershgorin theorem– inseparable Gershgorin discs suggest the existence of complex eigenvalues – holds true for rank 3 to 5 real square matrices • Collaborated with linear algebra experts to prove the converse of Gershgorin for any real matrices in a published paper • Developed algorithm in MATLAB to verify that converse of Gershgorin theorem– inseparable Gershgorin discs suggest the existence of complex eigenvalues – holds true for rank 3 to 5 real square matrices • Collaborated with linear algebra experts to prove the converse of Gershgorin for any real matrices in a published paper



People's Bank of China

• China
• Banking
• 1 - 100 Employee

• Digital Currency Intern

  • May 2019 - Jul 2019

  • Organized the latest news on technological updates in cryptocurrency and blockchain and produced daily reports to the Chinese cryptocurrency policy team • Studied blockchain concepts such as distributed ledger, smart contract, and cryptographic hash; critiqued research paper on the difference between Bitcoin and Ethereum • Tracked Facebook’s cryptocurrency Libra and initiated the translation of Libra white book • Organized the latest news on technological updates in cryptocurrency and blockchain and produced daily reports to the Chinese cryptocurrency policy team • Studied blockchain concepts such as distributed ledger, smart contract, and cryptographic hash; critiqued research paper on the difference between Bitcoin and Ethereum • Tracked Facebook’s cryptocurrency Libra and initiated the translation of Libra white book