- Conducted research on value and growth factors; constructed new style factors with a 25% improvement in excess return based on the Fama-French Five Factor Model; performed standardization and attribution analysis- Extracted new factors and optimized current factor-investing strategies in Python to assist portfolio manager- Gathered stock and financial fundamentals data from the CRSP and Compustat databases and cleaned it using Python

- Tracked and implemented trading strategies using Python for narrowing bid-ask spreads and maintaining open positions requirements set by the exchange; back-tested the strategies against historical data- Developed and optimized a volatility strategy on a future option by calculating forecasted Black Scholes prices, fitting the implied volatility using the SABR and the Wing models, and back-testing using historical data- Mined market-making duty data to perform model-testing and optimization on existing trading strategies in Python; created performance dashboards to assess trading strategies in MATLAB- Performed real-market data analysis on option prices and ad-hoc analysis based on developing market situations- Participated in the research of financial derivatives and development of market- making strategies