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.