Hi — I’m Yanzhong (Eric) Huang, a quantitative researcher and developer currently pursuing my Master of Quantitative Finance at Rutgers Business School (Class of 2024). My work bridges finance, data science, and software engineering, with a focus on systematic investing and quantitative research.
I’ve built models and tools across the investment lifecycle — from multi-factor signal research and backtesting engines to portfolio optimizers and performance attribution frameworks. I’ve worked at hedge funds, asset managers, and quant startups, managing live portfolios and deploying tools used by over 500 clients. My recent roles include quant developer at Quantel AI and Sincere Digits, and fund analyst at Hongchou Investment.
This site is where I document my work — including open-source projects like Bagel-factor, my blog notes on quant research, and Python tooling for China A-share data.
I’m currently looking for full-time opportunities in the U.S. starting in 2025, in quant research, systematic trading, or financial engineering. Feel free to reach out or explore my GitHub and LinkedIn.
Contact me:
Email: [email protected]
Github: https://github.com/bagelquant
Linkedin: https://www.linkedin.com/in/yanzhonghuang/