Raiden Han Email & Phone Number

Naperville, Illinois, United States

Raleigh, North Carolina, United States

• Supervised the Forecasting Stock Market Trends with Natural Language Processing project, strategizing the project’s deliverables and execution, motivating teammates to explore and coordinate
• Led the Critical Stress Testing for Time Series project, devising methodology and indicators for variable and time-series predicting model selection, analyzing results from the linear and the LSTM model
• Managing the program’s official LinkedIn account, strengthening its reach and connection with alumni

Raleigh, North Carolina, United States

Los Angeles, California, United States

• Codified stock candlestick patterns and other technical factors, reporting three significant factors with p-values smaller than 0.05 for performance prediction and boosting portfolios’ profitability and risk management
• Streamlined factor development processes, creating Python modules for statistical analysis and visualization
• Optimized factor recognitions, identifying package incompatibility with the Jupyter kernel, reducing the running time through algorithm changes by over 90% (120 minutes to 10 minutes)

Hangzhou, Zhejiang, China

• Extracted risk aversion coefficients towards index option markets of investors in Mainland China with Black-Scholes formula and Monte Carlo method, examining the impact of macro-economic indicators
• Evaluated risk aversion coefficients in predicting mutual fund returns in a month, reporting an over 15% average single factor R-squared, pinpointing a practical indicator for risk management

Hangzhou, Zhejiang, China

• Developed real-time valuation algorithms for public funds, simulating net values with machine learning methods, time series models, and stock market data, decreasing the average tracking error to within 0.5%
• Designed database schemas to interface with investment advisor accounts, supporting client management system calculating holding income and holding yields in real time for thousands of users
• Related the mutual fund net inflow rates with fund performances based on six different factor models, identifying customer preferences, and providing operation suggestions for fund managers

Shanghai, China

• Constructed investment strategy using price as information to achieve volatility factor cutting, realizing an annualized return rate of 23.3% and an ICIR of -2.97 for the long-short hedging portfolio
• Communicated data providing explanations on stock market volatility to management, proving the correlation with macroeconomic indicators, translating the result into analytical and concise information

Master'S Degree, Financial Mathematics, 4.0 / 4.0

Bachelor'S Degree, Mathematics And Applied Mathematics & Finance, 3.8 / 4.0

Activities and Societies: Vice President of Chu Kochen Honors College Student Union | Chief Conductor of Lingyun Choir | Tenor Actor of.