• Applied statistical methods (OLS, PCA, LASSO) and utilized multi-factor approach to analyze A-share market bond portfolios’ performance via Python; decomposed fund income source into six factors and computed factors exposure based on funds’ daily net value; conducted Brinson model and Campisi model based on quarterly fund position data to estimate portfolios’ investment style and to evaluate portfolios’ performance• Analyzed bond portfolio managers’ circle of competence; conducted style… Show more • Applied statistical methods (OLS, PCA, LASSO) and utilized multi-factor approach to analyze A-share market bond portfolios’ performance via Python; decomposed fund income source into six factors and computed factors exposure based on funds’ daily net value; conducted Brinson model and Campisi model based on quarterly fund position data to estimate portfolios’ investment style and to evaluate portfolios’ performance• Analyzed bond portfolio managers’ circle of competence; conducted style characterization and ability analysis of bond PMs in different fund companies; evaluated bond PMs’ several aspects of ability, such as ability of asset allocation, duration adjustment and credit risk management using Python• Conducted dynamic monitoring of all A-share market bond portfolios; utilized the model built to analyze the source of excess returns at the fund company level and the portfolio level Show less

• Participated in the analysis of the weekly macroeconomic data and the event study; performed research on macroeconomic and general asset allocation and built research framework• Collected information of private securities fund issuing; tracked the weekly net value of products concerned• Independently constructed multifactor model; applied MATLAB object-oriented programming to achieve the simulator of stock trade matching system; computed alpha factor and risk factor based on market… Show more • Participated in the analysis of the weekly macroeconomic data and the event study; performed research on macroeconomic and general asset allocation and built research framework• Collected information of private securities fund issuing; tracked the weekly net value of products concerned• Independently constructed multifactor model; applied MATLAB object-oriented programming to achieve the simulator of stock trade matching system; computed alpha factor and risk factor based on market raw data and calculated corresponding IC values; selected stocks to make up portfolio, and calculated its excess return; conducted portfolio reallocation according to performance and market style Show less

• Applied MATLAB to download 2007-2017 A-share stock market transaction data from wind data terminal and sorted them out in groups; used MATLAB and applied Fama-Macbeth for regression test to verify the effectiveness of various factors such as market capitalization, P/B and EPS in A-share stock market and focused on the correlation test of each factor• Carried out scoring method to build multi-factor model with MATLAB and back-tested selected portfolio's performance in A-share stock market

• Participated in data collection and database construction; conducted data entry of 21 banks’ information• Researched and organized each bank’s annual report and financial statements

• Collected daily transaction data of government bond; analysed market funds interest rate and the term structure of interest rates; collected and sorted out the weekly data of local bonds issuing• Assisted in researching the development status of the banking financial business, collected and analyzed the evolution of bank asset management service, assisted analysis and prediction of the impact of bank outsourcing business on the bond market