Developed eigen adjusted covariance and specific risk matrix to lower the risk for multi-factor alpha trading.Developed trading strategies using Random Forest, Gradient Boosting and XGBoost algorithms.Did research on alpha selection and proved that forward IC can be good criteria.Conducted prediction adjustment making use of residual and the difference between the distribution function of the real and predicted stock revenue.

Researched important catalysts and new technologies in global and domestic petrochemical market; Evaluated seven catalyst products’ demand outlook of Tianyi Technology Co., Ltd and other financial ratios to gauge in valuationWrote Lithium battery industry chain report including upstream (lithium carbonate), midstream (battery positive, negative, diaphragm, electrolyte) and downstream (electric vehicles, consumer electronics, industrial storage) Grabbed, Computed and visualized financial data of 64 Decoration Companies in Three-Board from online sources; tapped political and economic factors for evaluating Decoration Market performances and potential space.Analyzed the latest economic and social development data of cities in Hubei Province to develop risk management framework for evaluating new financing model, Public-Private-Partnership, cooperated with China First Metallurgical Construction Group Co. LtdExtracted, cleaned financial data from Wind Database and conducted screening and background checks by R.

Conducted ratio analysis such as profit ratios, liquidity ratios and other key financial ratios on lessee companies.Analyzed potential losses of positions for target lessee companies based on VaR model.Researched pharmaceutical market to develop risk management and due diligence framework for evaluating investments in medical devices.