Support on project screening, evaluation, due diligence on projectsSupport on IC Memo and other investment documentsConduct market research and other ad hoc

• Maintained current statistical arbitrage daily-based trading strategies in python and exchanged ideas with other quantitative strategy groups• Regressed on stocks and ETFs historical prices and constructed factor zoo for optimal cointegrated assets pairing• Researched and developed methods associated with pair selection and portfolio allocation and built novel models based on mean-variance criteria aiming to find optimization and conducted back-tests

• Led group of three RAs to extract and process time-series data of 70 Python-based S&P 500 index from 1995 to 2015; increased familiarity in terms of Data-Framing, Bloomberg, Wharton Research Data Services (WRDS), coding in Python and R • Presided over weekly meetings with RAs and regularly interacted with the professor; motivated to dive into in-depth research on Topological Data Analysis field and gained a solid foundation in TDA and data cleaning and processing• Cooperated with other RAs and developed algorithms applied in R and Python-based on Topology and found shared features before three major financial crisis: 2001, 2008, and 2011

generate find reports to incorporate the human value into algorithm design by virtual reality experiment•Designed experiment process, including classifying people’s preference about responsibility for self-driving car crashes in distinctive scenarios and verified its feasibility• Interviewed interviewees, transcribed interview audio records and extracted factors to generating lab report, as well as wrote minutes for regular meetings presided by tutors

• Researched operational management of target firms, including risk management, and gauged investment risk through conducting duty diligence; presented findings to senior management• Verified financial statements for 10+ companies and performed on-site inspections to ensure accuracy and authenticity; undertook extensive financial review to support decision-making process• Trained fresh interns in financial analysis such as calculating key ratios, including Coverage Ratio, Inventory Turnover Ratio, Dupont Analysis; led mock decision-making meetings to confirm solvency and liquidity for each loan applicationTurnover Ratio, Dupont Analysis; took charge in mock decision-making meetings to confirm solvency and liquidity for each loan applied