Responsibilities include:

• Developed an automated stock data pipeline using Python to scrape stock codes and real-time data from the Shanghai Stock Exchange, and store it in an SQL database for continuous updates
• Constructed high-frequency (tick-level) price-volume factors, achieving weekly annualized long-short Sharpe ratios $>$5.0 and long-only information ratios $>$3.0, with 30% of factors demonstrating monthly IC averages $>$5% and ICIR $>$0.65.
• Drafted a comprehensive factor construction manual, compiled outlier values, and developed methodologies for factor refinement and optimization.

Responsibilities include:

• Designed a system generating real-time trading strategies based on funding gaps and bank transaction restrictions using the Python DOcplex integer module to address liquidity risk and minimise costs for bank, resulting in nearly 5 million RMB annual savings. (submitted as a patent)
• Developed a pricing model for municipal bonds, bolstering trader negotiation capabilities.
• Constructed corporate credit rating models based on meachine learning models (xgboost et.).

Responsibilities include:

• Utilized the Wind database and wrote in-depth research reports on companies such as Jiumaojiu International Holdings Limited, etc., and conducted expert interviews to analyze their competitiveness in the industry.
• Created a grid-based city analysis model to gauge traffic and demographic metrics, aiding investors by estimating potential spaces for store count growth based on data collected through Python crawlers.

Responsibilities include:

• Led the iOS Club (certified by Apple Inc. and SWUFE) with over 50 active members, organizing 10+ workshops and hackathons.
• Secured partnerships with Apple Inc. and external organizations, enhancing resources and opportunities for members.
• Mentor members participated in 20+ tech competetions, showcased at regional tech events, contributing to the club’s recognition as a top student-led initiative at SWUFE.