About me
Welcome! I am currently a Master of Science in Quantitative and Computational Finance student at Georgia Institute of Technology. I obtained my Bachelor degree in Statistics from Shandong University in 2022.
My research interests mainly lie in Machine Learning, Both Theory and it’s application (e.g. Quantitative/Algorithmic Trading). With a strong passion on both theories and applications. Dedicated to make impactful research and contributions.
I have a strong background in math and statistics, along with solid coding skills in both research and engineering projects.
Actively looking for new opportunities!
Education
Georgia Institute of Technology
M.S., Quantitative and Computational Science
Jan. 2025 - Present
Shandong University
B.S., Statistics (Data Science & AI)
Sep. 2018 - Jun. 2022
Industry Experience
Quantitative Researcher
A High Frequency Trading Starup Firm | Aug 2023 – Nov 2024
- • Built and deployed a real-time account risk monitoring system in Python, utilizing Prometheus for time-series data storage and Grafana for real-time visualization.
- • Developed a Python tool for reading historical market data, with low-level C++ code compiled into a Shared Object exposed to Python for enhanced performance..
- • Conducted model research to predict short-term return, including selecting factors, adjusting network structure, designing loss functions, and training the model using PyTorch, etc.
Quantitative Researcher
A High Frequency Trading Firm | Jul 2022 – Jun 2023
- • Trained and deployed linear and deep-learning models for predict task, optimized trading cost.
- • Responsible for the design, implementation, and management of a high-frequency arbitrage strategy.
- • Conducted in-depth research on Market Microstructure, continuously analyzed trading data and Ms-level tick data to optimize strategy performance.
Skills
💻 Programming Languages
- • Proficient in Python, C++. with expertise in application development and Research.
- • 5+ years experience in Linux environment, fluent in Terminal/Shell/Vim etc.
- • Strong understanding of object-oriented and functional programming paradigms. Good coding style
- • Basic knowledge of Operation System, low-level computer architecture
📚 Machine Learning & Data Science
- • Applying machine/deep learning techniques for prediction and modeling.
- • Proficient in frameworks like PyTorch and Keras for deep learning tasks.
- • 5+ years experiece in Pandas, Numpy, Matplotlib etc.
- • Skilled in handling large datasets and time-series data processing.
🛠️ Tools & Technologies
- • Proficient in Latex, including Doc formating and Math environment
- • 5+ years experiecne in using Cloud Server(AWS, Alibaba Cloud)
- • Knowledge of Git, pipelines, and agile development methodologies.
- • DataBase: MongoDB, SQL, Prometheus.
📊 Domain Knowledge
- • BlockChain, CryptoCurrency and DeFi
- • Computer Hardware
- • AI and Other Tech related news.
- • Derivatives.