Implemented quantitative trading strategies for major asset classes; lead efforts in enhancing end-to-end quantitative trading process, including portfolio construction, portfolio optimization, risk modeling, and backtester; extensive experience of applied research in machine learning and statistical data analysis; deep involvement with managed futures fund and global risk parity fund.
Dissertation: Simplifying System Management through Automated Forecasting, Diagnosis, and Configuration Tuning
Thesis: Modeling and Control of Unmanned Aerial Vehicle
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