Built a preprocessing model to evaluate the random distribution of the prices of sample stocks and ETFs, including evaluating systematic risk of an asset portfolio by eigenvalue decompositions of covariance matrixes using Java.Back-tested multi-factor asset allocation optimization model by simulating cumulative returns of selected equities and ETFs according to calculated asset weights after burn-in and comparing them with the return of a benchmark, using Java.

Studied and evaluated various explanations, such as delayed reactions and compensation for risk, for the profitability of momentum strategies including strength and contrarian strategies used in algorithm trading through reading literature.

Helped design the fixed interest rate and the participation rate of an income certificate (a corporate bond with both floating and fixed rates), in order to match market trends, customers’ risk tolerance and the corporate’s need of hedging.Researched the risk management and current challenge of Qualified Domestic Institutional Investor (QDII) funds by investigating the invested capital share of different markets and comparing their yields with concurrent SHSE-SZSE300.

Determined the premium and the period of a new whole life insurance system, according to the internal rate of return and analysis of clients’ preferences, and participated in the design of its insurance clauses to diversify its functionality.Analyzed the impact of tax-deferred pension insurances on individuals, the industry and the government by calculating and comparing the total gain difference and reading newly-launched relevant policies, and then authored a review.