Researcher

• Aug 2022 - Present

Quantitative Researcher (FoF) | 长三角金融中心

• Oct 2021 - Aug 2022

•Managed FoF portfolios (equity, futures, options). •Built models on Performance Attribution, Portfolio Optimization, Multi factors models, and Timing models on major asset classes, industries, and strategies. •Automated fund operations and did due diligence. •Managed FoF portfolios (equity, futures, options). •Built models on Performance Attribution, Portfolio Optimization, Multi factors models, and Timing models on major asset classes, industries, and strategies. •Automated fund operations and did due diligence.

Equity Trader

• Mar 2015 - Jul 2021

Worked with my father to manage the 2 million family asset, and invested in Chinese A-share stocks, funds, and bonds. Outperformed the market for 4 years. Attached is the return of one A-share account in 2020 which beats the market with 20%. Worked with my father to manage the 2 million family asset, and invested in Chinese A-share stocks, funds, and bonds. Outperformed the market for 4 years. Attached is the return of one A-share account in 2020 which beats the market with 20%.

Quantitative Trader (Cryptos) | Quant Department

• Feb 2020 - Apr 2021

• Traded cryptos and futures. Researched and analyzed potential trade opportunities. • Developed and maintained data fetcher and data generator system, cleaned tick, candle, and trade data with Python and SQL. • Read Quant research reports and test the models and wrote reports. Developed CTA(Trend, Reversal), Arbitrage Python trading strategies, and trading algos on Backtrader and VNPY system. • Optimized Strategies weekly and developed an auto-reporter system. • Developed trading bot launched on AWS, with telegram notification bot integrated. Show less

Quantitative Analyst (Equity) | Quant Department

• May 2019 - Feb 2020

• Cleaned the transaction and market value data with SQL, built VBA models to analyze and calculate revenue and risk indicators. Built Option Screener tools. • Built multi-factor analysis with VBA for portfolios to do performance attribution with Barra. Sorted and selected assets to invest based on multi factors. Built allocation analysis for accounts based on risk, return, and tax and give allocation suggestions to the clients. Built portfolio rebalancing to reduce tracking error and enhance alpha. • Built VaR model and do stress testing, scenario analysis for each portfolio to assess the risk of the current position to decide whether to increase or decrease the holdings. • Read Industry research paper and company analysis paper. • Stack: VBA, SQL, Data Analysis, Pivottables, Multifactor, Asset Allocation, Buywrite, Arbitrage, Performance Attribution, Bloomberg, VaR, Barra, Portfolio Management. Show less

Quantitative Researcher and Quantitative Developer (Cryptos)

• Jan 2019 - Sep 2019

• Built a quant platform for trading and backtesting based on an Python open-source project "VNPY". • Researched and developed crypto, stock and CTA strategies (including Trend, Momentum, High Frequency) and Algorithm Trading strategies (including Iceberg, Market Making, and Arbitrage). • Built a website for me to control and monitor the trading and analyze the strategies(http://106.15.186.113:8080). • Stack: Vue.js, Flask, Pandas, Numpy, Data Analysis, SQL, MongoDB, Linux, Rpc Distributed System, Event-Driven Quant Engine, HFT, Market Making, Arbitrage, Trading Strategies. Show less

Machine Learning Graduate Researcher | FSO Actuarial Advisory

• Jun 2018 - Dec 2018

• Conducted research on variables relevant to diabetes and collected data from online open resources • Selected the variables such as diet, ethnicity, daily activity and medical measurement, which have ample data source and can be easily collected through sensor devices for future business concern. • Used a correlation matrix to determine and combine the variables which have a high association. • Built logistic regression, SVM, K-nearest neighbor, random forests and Naïve Bayes models, in R to estimate the probability of adults having diabetes in near future using four models with an accuracy of greater than 87% in the sample. • Designed the interface and deployed the model on the website and Android platform with Google Cloud so that users can use the model on the website. • Stack: R, Shiny(R), Machine Learning, Google Cloud, Linux, Data Analysis. Show less

Personal Business Manager Assistant Intern| Client Department

• Jul 2016 - Aug 2016

• Studied financial product marketing strategies, assisted client managers to maintain customer information and promoted financial products. • Gained insight into banking operations and enhanced work capabilities. • Studied financial product marketing strategies, assisted client managers to maintain customer information and promoted financial products. • Gained insight into banking operations and enhanced work capabilities.