Beijing Researcher

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SUMMARY current capacity

*--*** *** ****** ******** to rely on Tqsdk (mainly used), Joinquant, and Ricequant for trading and backtesting; 2--Use decision tree, random forest, SVM, LSTM and other machine learning algorithms to analyze historical data; 3--Proficient in using numpy, scipy, pandas, scikit-learn, statsmodels, vnpy and other libraries for strategy writing; 4--Using factors such as return on equity, net interest rate on total assets, earnings per share and other factors to quantify fundamentals;

WORK EXPERIENCE

Company Shenzhen Dagonxue Quantitative i i Technology l Company Limited i i Title Quantitative Researcher Technology

Jan 2020 - Jan 2022

Address Shenzhen

1--Research on arbitrage strategies (intertemporal arbitrage, futures arbitrage, statistical arbitrage, etc.), output backtest reports and carry out profit and loss statistics and attribution; 2--Research on timing strategy and output backtest report; 3--Research and use time series models such as RNN and LSTM, and use tensorflow for timing processing in securities trading.

4--Research on the timing strategy of self-research (please read the following backtest report). EDUCATION

Heilongjiang il ji University i i of Science i and Technology l The first i batch of undergraduate Mathematics and Applied Mathematics Bachelor Sciences Sep 2016 - Jun 2020

Harbin

Score : Top 5%

Completion of self-study in Master's level mathematics by self-study Heilongjiang il ji University i i of Science i and Technology l The first i batch of undergraduate Mechanical Design, Manufacturing and Automation Bachelor Mechanical Engineering Sep 2016 - Jun 2020

Harbin

Sccore :Top 15 %

Self-l study

1-- Self-study to complete computer courses such as Python, C, C++ language, data structure, algorithm, etc.; 2--self-study to complete machine learning and image processing, such as: SVM, ANN, CNN, LSTM, etc.; 3--Complete the preparation of financial knowledge and common quantitative strategies through self-study; 4--Self-study to complete graph neural network, etc.; ADVANTAGE

The personality is calm and down-to-earth, optimistic and cheerful, with strong logical thinking ability, good at communication and cooperation, and has a strong sense of teamwork. Name Claire Wang

Phone 1-343-***-**** (China) 丨Mail ******************@*****.*** Living place ShenZhen

wechat 1-343-***-**** 丨Gender : Female

Target City Beijing Shenzhen Shanghai HongKong.etc 丨Target position Quantitative Researcher

Contact this candidate