Badges
Certifications
Work Experience
Quantitative Research Intern
SHENWAN HONGYUAN SECURITIES•  April 2024 - June 2024•  Shanghai, China
Constructed daily-frequency market timing signals based on raw price-volume-sentiment signals for Chinese stock indices. Designed machine learning programs in MATLAB. Generated data analysis and visualization notebooks using Python. Preprocessed 20+ years of data of stock features and trading signals; organized in database using SQL.
Equity Analyst Intern
FOSUN INTERNATIONAL LIMITED•  May 2023 - August 2023•  Shanghai, China
Built a monthly-frequency multi-factor industry selection model. Conducted in-depth research on Chinese real estate and local government debt markets. Authored tactical short-selling reports.
Education
Columbia University, New York
MS, Financial Economics•  August 2024 - Present
Shanghai Jiao Tong University, Shanghai
BS, Finance•  September 2020 - June 2024•  GPA: 3.81