1.Constructed 32 fundamental factors across 3 categories using financial statements and consensus forecast data; 1067 price-volume factors across 20 categories using multi-granularity (ticks, minutes, and daily frequency) data; 524 sentiment factors across 10 categories using sentiment data. All of these factors have been used in live trading.2.Independently completed the research "Alpha Research on Concept Sectors in China's A-share Market," covering factor discovery, position management and risk control. Achieving an annualized excess return of 16.76% (Jan 2018–Aug 2024) , with a Sharpe ratio of 3.35, a maximum drawdown of 4.55%, a win rate of 60.9%. The strategy has been live-traded.3.Developed a LightGBM-based strategy with a turnover of 30.6%. The long-short positions had an annualized return of 64.6% (Sharpe ratio 6.7) and a win rate of 68%. For long position, annualized excess return was 19.6% (Sharpe ratio 5.56), win rate was 67.7%, and maximum drawdown was 11.7% (Jan 2020–Aug 2024). The strategy has been live-traded.4.Developed a feature selection system using maximum information coefficient, Barra exposure, and correlation coefficient.

1.独立完成课题《市场中性产品的择时策略研究》，挖掘中性产品的择时因子21个，并完成信号组合、仓位管理和回测系统；策略已实盘，在89.47%的中性产品上有夏普提升，回测平均月超额2.02‰，实盘平均月超额1.55‰2.独立完成课题《股票大宗交易市场风险对冲套利研究》，使用递归特征消除（RFE）算法从融券池中选3-5支股票对冲股票大宗交易的市场风险，所构建的套利策略年化超额平均收益12.4%3.独立开发私募产品业绩分析系统，爬取净值计算业绩指标，利用组合优化构建FOF投资组合，进行分组回测