Bole Lin Email & Phone Number

Shanghai, China

Developed operators in C++ based on the company’s source code to process analyst forecast data and constructed various factors based on analyst predictions for Net Debt, ROE, and Free Cash Flow, ultimately obtaining several robust factors through different time-series and cross-sectional methodologiesBuilt a module to analyze analyst forecast divergence.

Shanghai, China

Developed a daily-frequency CTA and minute-frequency cryptocurrency backtesting framework, optimizing the backtesting process through vectorized programming to enhance computing speedRefined factors such as warehouse receipt factor, inventory cycle, and operating rate by integrating fundamental logic, adjusted parameters to verify the robustness of.

Shanghai, China

Utilized MySQLdb in a Linux environment to access and cleaned commodity futures fundamental dataConstructed factors based on production willingness and inventory cycle indicators, with the inventory cycle factor distinguishing between active and passive restocking, achieving a Sharpe ratio of 2Built an MLP model on residuals of ARIMA model for futures.

Shanghai, China

Cleaned data using Pandas and reconstructed order book by aggregating millisecond-level tick data, and extracted features from transaction data, with the addition of convolutional layer to reduce data dimensionsTrained Transformer deep learning model and tuned hyperparameters through grid search and OptunaDeveloped order splitting strategies using TWAP and.

Shanghai, China

Bachelor Of Economics, Finance

Activities and Societies: Finance Club, Quantitative Investment Club

Education record