About Me
I am a systematic investment researcher focused on equity factor investing and portfolio construction. My work focuses on generating and evaluating alpha signals within real buy-side investment processes.
I focus on understanding the economic and statistical properties of signals, emphasizing robustness, stability, and out-of-sample performance across different market regimes. My work prioritizes whether strategies are truly investable rather than how well they perform in backtests.
My research spans factor design, signal evaluation, and portfolio construction, with Python used as a tool to support empirical analysis and validation.
I am currently based in Shanghai and working at Systematica Investments, focusing on equity alpha research within a systematic investment framework.
Core Competencies
- Systematic equity factor research and signal evaluation
- Portfolio construction under realistic trading constraints
- Out-of-sample validation and robustness testing
- Risk and performance analysis (drawdowns, attribution, stress testing)
- Python-based quantitative research pipelines
Professional Experience
Junior Quantitative Analyst - Systematica Investments
Shanghai, China
- Equity alpha research within systematic investment strategies
- Factor design and cross-sectional signal evaluation
- Out-of-sample and regime-based robustness testing
Quant Analyst Intern - Quantel Asset Management
New York, NY
- Equity multi-factor research for signal construction and portfolio design
- Evaluation of 170+ factors using IC/IR and robustness diagnostics
- Rolling out-of-sample testing for models and strategies
- Drawdown and risk analysis of portfolio behavior
Quant Analyst - Sincere Digits
Beijing, China
- Built fund analytics and portfolio construction system for allocation decisions
- Developed fund scoring and risk evaluation frameworks
- Automated reporting and data workflows for portfolio monitoring
Analyst - Hongchou Investment
Beijing, China
- Transitioned fund allocation toward systematic factor-based framework
- Developed fund scoring and screening models for portfolio construction
- Implemented performance attribution and risk analytics
Academic & Research Projects
- Analyst–Management Disagreement (RA, Rutgers) NLP-based analysis of earnings calls to measure disagreement and link to market reactions.
- Volatility Forecasting & Risk Timing GARCH and LSTM models for volatility prediction and portfolio risk timing.
- Open-Source Quant Tools bagel-factor, bagel-tushare for factor research and data infrastructure.
Technical Skills
Python, SQL, C++ for systematic investment research.
Philosophy
I focus on building strategies that are stable, explainable, and robust under real market conditions. The goal is not maximizing backtest performance, but understanding structural behavior of signals across regimes.