About Me

I am a Master's student in Quantitative Investment & Asset Management at Central University of Finance and Economics, with a Bachelor's degree in Financial Technology from Southwestern University of Finance and Economics. My research focuses on applying machine learning to asset pricing, factor models, and quantitative trading strategies in Chinese financial markets.

I have extensive internship experience in quantitative finance: built alpha factor mining systems at a quantitative asset management firm, developed CTA strategies at a futures trading firm, and engineered high-frequency signal research systems at a CTA hedge fund. My work spans factor engineering, XGBoost model innovation, market-style adaptive model fusion, and LLM-driven signal discovery.

Beyond quantitative finance, I enjoy building modern web applications and working with data pipelines. I believe strong engineering skills are essential for turning research ideas into production systems.