My passion for quantitative finance is driven by a deep curiosity to understand the “why” behind financial anomalies, combined with a solid foundation in mathematical modeling and programming.- Quant Experiences: having interned in different quant funds for more than 13 months and exposed to different quant models from event-trigger strategies to high-frequency factor mining- Live-trading strategy: built an ML-based strategy through low-latency tick-level signals that have been implemented in actual trading by C++, achieving stable excessive returns in 2024- Large-scale data analysis: participated in a FinTech project using LLM and Big Data during my one-year visit to UC Berkeley. Working with people from different countries refined my communication skills and made me an active teammate in multicultural settings.I'm currently seeking a quant research internship for summer 2025. Feel free to contact me through ethand@andrew.cmu.edu.