Assistant Quantitative Researcher
ClassificationAs an Assistant Quantitative Researcher, I contributed to the development of automated frameworks to facilitate financial data analysis and modeling. My role required advanced programming, financial data analytics, and model optimization skills. I also collaborated with team members to drive innovative factor mining and improve investment performance. • Designed and implemented an automated factor mining framework based on LangChain and prompt engineering. • Addressed the black-box problem of traditional factor mining and mined 8 innovative factors. • Drove a combined strategy to achieve a 12% excess annualized return and a 5D Rank ICIR of 0.7. • Utilized genetic algorithms for parameter tuning, enhancing the Sharpe ratio and reducing maximum drawdown.