Chao Liu
Location
New York City, NY
Suzhou, People's Republic of China
Education
C
Columbia University in the City of New York
September 2023 - December 2024
degree
Master's
major
Financial Engineering
U
UNIVERSITY OF WASHINGTON
Work Experience
B
Bern University of Applied Sciences
Engineer
June 2024 - present
company
Bern University of Applied Sciences
title
Engineer
overview
- Jun 2024 - present
- Implement Robust Rolling Detection Techniques to identify consistent regime shifts, accurately determine the optimal number of regimes, and predict the direction of target stocks
- Deploy various Bidirectional-LSTM and GRU models for corresponding regimes, resulting in improved forecasting accuracy and more
- Engineer a hybrid approach combining Genetic Algorithms and Greedy Algorithms to optimize share repurchase scheduling, effectively
Z
ZIMARK ADVISORY
Quantitative Analyst Intern
June 2024 - present
K
KELLY PORTFOLIO
NEW YORK, NY, US
May 2024 - present
H
HICEND FUTURES
Quantitative Research Intern Product Team
SHANGHAI, CN
May 2023 - July 2023
O
OPTIMAL PORTFOLIOS OPTION RETURNS
Research Assistant
July 2022 - December 2022
Skills
Languages
ChineseEnglish
Skills
Algorithmic TradingAlgorithmsApplication Programming Interfaces (APIs)AutomationBacktestingBasketballBitcoinCapital MarketsCommunication SkillsComputational FinanceConsultingCrypto CurrencyData AnalysisDecision Making SkillsDeep LearningElectronic OscillatorFinancial EngineeringForecasting SkillsGenetic AlgorithmInnovationInvestment DecisionsJava (Programming Language)Knowledge of EconometricsKnowledge of MathematicsKnowledge of StatisticsMachine LearningMarket ResearchMathematical ModelingMathworksMATLABMetricsMonetizationMoney InvestmentsMonte Carlo MethodsPortfolio ManagementPredictive ModellingPython (Programming Language)Quantitative ResearchReliabilityRisk AnalysisSchedulingSciencesSQL DatabasesStrategic ThinkingStrategies of PricingStreamlineSynthesizing DataTime SeriesTradingTrading StrategyXgboost