Experience

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  Huatai securities co., ltd.

  Jun 2022 - Sept 2022

  Quant research assistant

  • Automated pipeline to model sentiment in companies' 10-Q and equity research reports via term-frequency matrix, applied machine learning models (Logistic Regression, XGBoost) to predict 2000+ A-share common stocks’ prices • Improved portfolio optimization strategy by altering portfolio composition considering both sentiment factors and financial factors as predictive signals, increased annualized return from 21.85% to 24.33% with a Sharpe ratio of 1.15

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  Apple

  Feb 2023 - Jul 2023

  Data scientist intern

  · Completed data analytics project tracking performance of e-wallet ShopeePay and PayPay in the Asian market, designed data metrics for cost saving to quantify project economic benefits· Developed an automated data pipeline and interactive dashboard using Python to dynamically monitor e-wallet user info such as user source and cannibalization, facilitating automatic data updates and enhanced visualizations

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  E fund management co.,ltd.

  Dec 2023 - Jan 2024

  Quantitative etf research intern

  • Implemented and automated Slow Fast Time Series Momentum tactical trading strategy on industry ETFs in Python to adjust trend-following speed based on market/economic conditions, which generated an annualized return of 29.76%• Optimized portfolio rebalancing frequency via a threshold design with long-only constraint, developed back-testing framework, improved Sharpe ratio by 30% and reduced trading cost• Presented economic and statistical significance of trading strategies to senior management, explained technical terms to non-technical audience, leading to real-world trading implementation Show less

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  Bosera asset management (international) co.

  Jun 2024 - now

  Fixed income analyst