Quant Researcher | Python | Statistical Modeling | Factor Research | Backtesting
I'm a computer science graduate from Xi'an Jiaotong University, now focused on quantitative research.
My work centers on turning market data, statistical signals, and engineering discipline into research that can be tested, reproduced, and improved.
- Alpha factor research, signal evaluation, and portfolio construction
- Cross-sectional and time-series modeling for financial markets
- Backtesting frameworks, performance attribution, and risk analysis
- Data pipelines for market data cleaning, feature generation, and experiment tracking
- Machine learning methods applied to structured financial data
- Languages: Python, SQL, C++
- Quant & Data: pandas, NumPy, SciPy, statsmodels, scikit-learn
- ML/DL: PyTorch, TensorFlow
- Research Workflow: Jupyter, Git, Linux, reproducible experiments
- Previous Domain: recommendation systems, recall/rank/rerank modeling
- Building cleaner factor research and backtesting workflows
- Improving research notes, experiment tracking, and model evaluation discipline
- Exploring how LLM-assisted tooling can speed up quant research without weakening reproducibility
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Email 306178200@qq.com GitHub HaSai666 |
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