About Me
Experience
DeFi Strategy Research
BuidlerDAO - - Now
职位: DeFi Strategy Research | 时间段: 近期 | 工作内容: Leveraging DeFi knowledge to implement a cost-effective borrowing and perpetual arbitrage strategy, targeting an APR of 300%. 组合使用DeFi的借贷、合约等模块，实盘运行成本效益高的套利策略，年化收益率300%
International Quant Championship Participant
WorldQuant - - Now
职位: International Quant Championship Participant | 时间段: 近期 | 工作内容: Competed in the WorldQuant Contest, crafting 20 factors with a Sharpe ratio above 1.25 and a turnover rate below 70%. Five of these factors achieved a Sharpe ratio exceeding 2, ranking in the top 3% globally. Integrated factors with a Sharpe ratio over 1. Leveraging A-shares data from 2015 to 2019, developed a deep learning Transformer model. Backtested using 2020-2022 data, yielding an annualized return of 49% with a Sharpe of 1.58. 参加由worldquant举办的量化⼤赛，共编写约20个sharpe1.25以上，换⼿率在70%以内的因⼦， 其中sharpe值2以上的因⼦有5个，全球排名top3%. 将其中sharpe值在1以上的因⼦全部拼接在⼀起，使⽤A股2015⾄2019年的数据，尝试建⽴机深度学习transformer模型；同时使⽤2020⾄2022年进⾏回测，年化收益为49%， Sharpe为1.58
