Quantitative Researcher
• Collaborated extensively with industry experts, conducting thorough market exploration andsynthesizing individual stock performance indicators to develop a robust set of quantified sectorrotation strategies, seamlessly integrated into product strategies for impactful deployment• Achieved rapid mastery of C++ within one week, and independently applied it to create a Linuxbased automated trading system using APIs, effectively reducing the daily trading time from 3 hours to 20 minutes, considerably elevating departmental efficiency• Employed k-means clustering to classify 4000+ A-share stocks based on economic trends,indicators, and crowd behaviours, conducting a robust cost-effective investment framework thatincorporated into product strategies and significantly enhanced market responsiveness