CICC Resume Example

• A market neutral trading strategy enables profits regardless of market movement. Under the strategy, WTI - Crude Oil and Brent Crude, two highly correlated symbols are used to implement and generate the portfolio, appropriate legs are chosen to form spread on each symbol, spread of spread prices are calculated to determine entry/exit points on each price update.

Target Volatility Weight Allocation Strategy

• First forecaste the volatilities of a bond and 5 equity indexes(By using GARCH model and Exponential Moving Average to forecast the 13-week T-Bill return rate, which we used as the risk free rate), then allocate the weight in six assets by optimizing return with constraints and take positions accordingly. Our target volatility weight allocation strategy achieves a 143.31% return with a 15% annualized volatility target over a six year period, and obtained an overall Sharpe ratio of 1.27.

FinMath Trading Club

Co-founder (University of Chicago, 2015 - Present)

• Won the third place with own-built portfolio in three-round mock trading competition (equity, futures, and bond). 
• Held weekly meetings to share opinions about the market and financial industry experience.
• Represented the club and won the second place in Texas-Hold'em tournament hosted by Booth Business School.

The BlackSwan Investment Group

Vice President (Ohio State University, 2013 - 2015)

• Conducted real-world business case studies and delivered presentation to the whole club.
• Worked with social team to invite alumni and faculty to share experience and discuss with financial industry.

Student Committee of Math Department

Chairman (Harbin Institute of Technology, 2011 - 2013)

• Led Student Committee of Math Department to organize academic seminars and annual event over 500 people.