What separates robust alpha from noise in complex markets? I graduated from the University of Michigan, where I majored in CS and Math. At CICC, Huatai Securities, and China Galaxy Securities, I built deep-learning alpha models and optimized high-frequency execution.
I aim to join a fast-paced quant team focused on uncovering valuable alphas and refining algorithmic trading strategies. I'll leverage Python and C++ to develop well-rounded models that filter signal from noise and boost reliability. My background in computational game theory and agent-based market simulations offers unique insights.
I'm available for a Zoom or in-person chat at your convenience. I bring energy and a strong foundation in both theory and practice. Let's connect if you're looking for someone who truly wants to compete in the market.
