Jan 2026 — Present
Alpha Strategy Research
Researching daily equity alpha strategies — took a strategy from initial research to live deployment within six months, backed by reproducible training workflows and strict point-in-time (T-1) data audits.
Details
Shanghai, China
- Crossed over into quantitative finance from zero domain background and took a daily equity alpha strategy from initial R&D to live production deployment within six months, while continuing to drive signal blending and dynamic weighting enhancements in matched historical backtests with standalone execution packages
- Built reproducible rolling-training and strategy execution workflows, enforcing strict model versioning, point-in-time (T-1) data audits, and deterministic cold-start, state-recovery, and output-consistency verification
- Engineered an end-to-end automated factor research and governance pipeline, linking large-scale candidate generation, redundancy filtering, feature standardization, and paired model validation to evaluate cross-period stability and marginal portfolio contribution
- Developed novel features capturing multi-scale price dynamics and cross-sectional relationships, delivering standardized, model-ready factor libraries and evaluating their conditional incremental value against baseline factor pools








