LinkedIn Profile “From market data to financial text, I combine quant research with AI-agent systems to turn complex information into testable investment signals.” I hold a statistics background from Fudan University. My quant edge comes from three strengths: building predictive models and alpha signals from high-frequency market data, designing multi-agent systems to extract insights from complex financial information, and processing billions of observations at top hedge funds in China. I seek to join an innovative hedge fund where I can apply my dual expertise in quantitative research and AI agents. My approach identifies opportunities others may miss by combining rigorous signal testing, market intuition, and agent-based information extraction. What sets me apart is my ability to connect traditional alpha research with AI-agent systems. I understand how to test signals, manage noise, and evaluate portfolio impact, while also using agents to transform unstructured information into structured investment insights. Outside of finance, I enjoy swimming and playing the French horn, which have strengthened my focus, patience, and ability to recognize subtle patterns over time. I'd welcome the chance to discuss how I can contribute to your team.
