About Me
Experience
Quantitative Analyst
A Mutual Fund in Shanghai - - Now
职位: Quantitative Analyst | 时间段: 2021.10 - Present | 工作内容: Build Factor Tank: Include around 200 factors in factor tank and use best 30 factors in the strategies. Price and volume Factors: Find price and volume factors by Machine Learning/Deep Learning with Python and TensorFlow in the factor mining. Apply GRU, LSTM, CNN and etc. to predict stock future return with simplified/compounded raw tick data. Fundamental factors: Fundamental factors like northbound capital inflow, ROE and etc. are found by reading research papers. Work on Database: Use Python and SQL to get stock/bond data from Wind Database. Create index for database to expedite the process of getting data. Use stock/bond data to develop investment strategies.
