Tsinghua University, School of Economics and Management, Center for Statistical Science
U
University of California
Work Experience
S
Singapore Hedge Fund
Quantitative Research Intern
Shanghai, CN
June 2020 - present
company
Singapore Hedge Fund
title
Quantitative Research Intern
overview
- Researched high-frequency trading signals for four futures contracts in the Chinese market with tick data
- Studied market microstructure signals and relative value strategy and combined them with tree-based machine learning