基金评价：利用Python及Wind API调取并处理基金持仓结构及原始业绩比较基准，对全市场基金重新分类并自拟基准，使用T-M/H-M/C-L模型进行业绩归因分析。对四类收益风险指标标准化处理，建立自动化基金量化评分系统，获得高分基金底池，自动跟踪基金各项评分、市场统计数据及可视化图表。策略模型：自主搭建回测框架，建立带趋势动量因子的风险平价模型RPMF（后期曾尝试加入PCA）。首先通过动量因子从高分基金底池中挑选每期调仓标的，根据风险平价模型计算资产风险贡献，使用梯度下降、SLSQP、信赖域算法最优化方法得到最终资产权重。实现自动输出回测结果、可视化图表及调仓明细。Fund Evaluation: Independently using Python and Wind API to establish a fund quantitative scoring model, combining the equity position and benchmark to establish a classification method and gave new benchmark, establishing quantitative scoring model with standardized processing based on four types of indicators, realizing automatic fund screening, saving all fund scoring processes in batches and outputting statistical data and visual charts, and exploring performance attribution analysis (mainly involving T-M/H-M/C-L models).Strategy Model: Independently build a Backtest Framework, establish a risk parity model (RPMF)(also tried PCA) with trend momentum factor, first obtain the target of each period from the high score funds through the momentum factor, calculate the asset risk contribution according to the risk parity model, calculate the final asset weight by adjusting the optimization method, and use SLSQP and trust region algorithms respectively, finally realized automatic output of results and visual charts and position adjustment details in each period.

风控模型：利用Python将财务数据、业务风险数据及内部控制评价信息进行分类分析，使用层次分析法（AHP），建立综合风险评估量化模型，为公司风险管理和内部控制评估体系提供定量依据，并撰写报告。数据报告：参与国网青海省电力公司及其下设单位的内控审计工作，根据财务报表、业务明细、访谈记录撰写风险管理研究报告。利用Python和Excel处理风险评估数据，提供可视化统计图表。Data Analysis: Participated in the internal control audit of State Grid Qinghai Company and its subordinate units, wrote risk management research reports based on the financial statements and business details, combined with interview records.Risk Quantitative Model: Applied Excel and Python to process risk assessment data and provide visual statistical charts, classify and analyze data and internal control evaluation information, establish risk assessment quantitative model with analytic hierarchy method (AHP), provide quantitative basis for the company's risk management.

市场研究：参与宏观策略分析、数据处理工作，主要涉及出口收入弹性、股灾复盘、银行股复盘、政策事件分析、疫情下全球产业链调整等，并协助撰写研究报告，完成了包括《金融供给侧改革》《全球油价走势专题报告》《COVID-19爆发期间国际进出口贸易变化》等多篇报告。数据处理：应用Wind、Bloomberg等处理相关市场数据，合作完成客户委托数据库搭建，通过Excel及VBA编程实现专题数据库自动更新以及首页重点数据展示。Market Research: Support the chief with Macro-econ analysis and data processing, realized automatic database update and data display through Excel and VBA programming, including export revenue elasticity, stock disaster recovery, bank stock review, policy event analysis, global industrial chain adjustment under the epidemic, etc. Applied Wind, Bloomberg and others to process relevant data, and assisted complete reports including "Financial Supply Side Reform", " Global Oil Price Trends", " International Import and Export Trade with COVID-19", etc.