THE UNIVERSITY OF CHICAGO Chicago, IL
M.S. Financial Mathematics Sep. 2018 — Dec. 2019
- Courses: Option Pricing, Regression Analysis & Quantitative Trading Strategies, Stochastic Calculus, Fixed Income Derivatives, Numerical Methods, Mathematical Market Microstructure and Multivariate Data Analysis, etc.
THE UNIVERSITY OF GRONINGEN (RUG) Groningen, Netherlands
B.S. Econometrics and Operations Research Sep. 2016 — Jun. 2018
- GPA: 4.0/4.0 (Top 5% of class out of 128); RUG Scholarship.
- Joint degree program with Fudan University.
FUDAN UNIVERSITY Shanghai, China
B.A. Mathematical Economics Sep. 2014 — Jun. 2018
- Top 5% out of over 10,000 candidates in Fudan Thousand-Point Pre-admission Test; Freshman Scholarship.
DRW Chicago, IL
Quantitative Trading Analyst Intern Jun. 2019 — Aug. 2019
- Robust optimization of order execution stylized for agriculture trading.
- Research and implementation of multiple inter-/intraday strategies in the agriculture space.
ABATEMENT CAPITAL San Francisco, CA
Project Lab Researcher Apr. 2019 — Jun. 2019
- Systemically trading European Allowance (EUA) of carbon emission with machine learning.
BELVEDERE TRADING Chicago, IL
Project Lab Researcher Oct. 2018 – Mar. 2019
- Natural gas seasonal spread trading based on linear models.
DEUTSCHE BANK Hong Kong, China
Summer Research Assistant Jul. 2017 – Aug. 2017
- Estimated consumer price index in first- and second-tier Chinese cities by field and online investigation.
- Constructed a robust web crawler by handling anti-spider schemes and collected over 10,000 pieces of data.
THE UNIVERSITY OF GRONINGEN Groningen, Netherlands
Optimal Order Execution Mar. 2018 – Sep. 2018
- Developed a proof-based order execution strategy by dimension reduction on orderbook data.
Inventory Optimization by Reinforcement Learning (RL) Mar. 2017 – Jun. 2018
- Adopted model-based RL algorithms on dynamic scheduling optimization by proving equivalence between a class of production- inventory systems and the Flappy Bird game, improving cost reduction by around 20%.
- Implemented deep RL algorithms including Q-learning, DQN & Continuous DQN with NAF.
CHEUNG KONG GRADUATE SCHOOL OF BUSINESS Beijing, China
Algorithmic Trading Strategies in China Nov. 2017 – Dec. 2017
- Compared performance of popular alpha strategies in Chinese A-share market by implementing in Python.
- Proposed alpha based on social trending and LSTM networks (Sharpe ratio > 3 in-/out-of-sample).
|Achievements||WorldQuant Spring Alphathon, Top 6 (2017); RiceQuant Sim-trading Challenge, Top 10 (2016); Chinese Mathematics Competition (CMC), National 2nd Prize (2015); Chinese Mathematical Olympiad in Senior (CMOS), National 2nd Prize (2013); Chinese Physics Olympiad in Senior (CPhOS), National 2nd Prize (2013).|
|Computing||Proficient in Python, R, C++, Stata, Git, LaTeX and Markdown. Experience with SQL, Julia, HTML and Linux.|
|Language||English (fluent), Mandarin (native), Japanese and Deutsch (elementary).|