Systematic Alpha · Relative Value · Research Engineering
I turn market questions into evidence-first research with explicit information clocks, realistic frictions, portfolio constraints, and honest evaluation.
Open to quantitative research opportunities.
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Cross-sectional financial ML with a neutral alpha sleeve, separately governed beta exposure, next-open execution, and frozen evaluation. Evidence: 23.49% development CAGR and 1.24 Sharpe at 5 bps; the short holdout gained 7.71% but was driven by the overlay rather than standalone alpha. |
Point-in-time perpetual-futures research with causal pair discovery, funding, contract lifecycle controls, and exact P&L attribution. Evidence: 1.62 development Sharpe at 7 bps plus funding; the locked terminal window gained 4.12% and exposed material regime dependence. |
Solo multi-round trading research covering fast valuation, options path risk, decision attribution, and a failed strategy that motivated a release gate. Evidence: #1,036 of 18,803 teams globally, #17 in China. |
- Respect the clock: distinguish observation, decision, execution, and P&L.
- Model the portfolio: make exposure, concentration, turnover, and costs explicit.
- Keep adverse evidence: weak sleeves, failed releases, and limitations stay visible.
- Carbon Risk and Return Prediction — corresponding author; graph-structured information and Multi-CNN return prediction. DOI
- Gaussian Control with Hierarchical Semantic Graphs in 3D Human Recovery (HUGS) — coauthor; no module-level or quantitative personal-contribution claim is made here. arXiv
- Financial prediction, structured representations, sequence models, and biomedical generation are summarized with explicit provenance and contribution boundaries. Research foundations →
These repositories are technical case studies, not source releases. Implementation remains proprietary; research design, failure analysis, and trade-offs can be discussed in interviews.
All trading results are simulated research evidence, not live performance, investment advice, or a guarantee of future returns.