• Maintain and developing new strategies for my own quantitative trading system (including mid-low frequency China market CTA strategies, US market CTA strategies, China A share related strategies, e.g. equity selection strategy, equity long/short etc, and crypto currency related strategies etc)• Running the system on both paper trading and real trading with company’s own fund (CTA system can have an average annual Sharpe ratio at around 3, low frequent stock system can have an average… Show more • Maintain and developing new strategies for my own quantitative trading system (including mid-low frequency China market CTA strategies, US market CTA strategies, China A share related strategies, e.g. equity selection strategy, equity long/short etc, and crypto currency related strategies etc)• Running the system on both paper trading and real trading with company’s own fund (CTA system can have an average annual Sharpe ratio at around 3, low frequent stock system can have an average annual Sharpe ratio at around 1.5, etc.) Show less

Developing and maintaining quantitative trading strategies (including Chinese equities, Hong Kong equities, futures, crypto currencies, e.g. ETH and LTC, etc)Managing tradings in Chinese stock and futures marketsRan a 9mln CNY CTA fund, annual Sharpe Ratio is around 3.

Doing R&D job on algo-trading strategies, mainly on trend following and statistical arbitrage.

• Developing new quantum chemistry methods and algorithms for the program developed in the group (on going)• Rewrite the quantum chemistry FORTRAN code developed in the group in C++ and CUDA C++ (on going)• Design a program package structure and developing the corresponding input/output methods for the code developed in the group to make it an independent program package (next step)

Quantum chemistry method / algorithm development and high performance computing for program package GAMESS (http://www.msg.ameslab.gov/gamess/, in FORTRAN)

Based on team to synthesize compounds ordered by clients. Team spirit had been developed.