Jul 2024 - Present
• Generate and engineered(Brainstorm) alpha signals through rigorous statistical analysis and advanced feature selection.
• Built automated Python-based frameworks to streamline alpha model production, enhancing predictive capability for systematic trading strategies.
• Constructed and diversified portfolios of quantitative alpha models, leveraging statistical methods to forecast asset price movement.
• Performed risk factor neutralization and exposure analysis, including sensitivity assessment for Global(GLB), Asia(ASI) and US markets, ensuring aligment with investment mandates.
Achievements from competitions:
Merged Alpha Performance Competition 2024(Global consultants): 2nd in Taiwan(Top 1% rank in Global)
International Quant Championships 2023: Top rank in Taiwan Finals