• Use machine learning, deep learning and other methods to design and develop high frequency strategies for stocks and futures;• Evaluate different factor exposures and factor returns, optimize the weight of the combination, and select the optimal factor combination;• Cooperate with other team members to formulate effective investment strategies, and participate in simulated and real account transactions and management;• Monitor and continuously improve quantitative trading strategies.

• Data collection: collect financial data of companies, and conduct preliminary cleaning and analysis;• Data collation: collect and sort out relevant research reports and academic papers on the effectiveness of factors tested by the metalworking groups of various securities companies;• Factor development: replicate Barra multi-factor model, build and test new quantitative factors and write reports;• Strategy research: develop quantitative trading strategies, back-testing, simulation testing, iterative improvement of strategies, track and evaluate strategy performance, and deliver risk analysis and product recommendations.