At the Yangtze Delta Region Institute of Tsinghua University, I led a team in developing an LLM-powered multi-agent research workflow, where specialized agents collaborated to analyze markets and support investment research. That experience sparked my interest in quantitative research and systematic trading. Later, as a Quantitative Strategy Intern at Waton Securities International, I developed a spread-based Treasury futures strategy and found that macroeconomic data and policy events could distort otherwise stable market relationships. To address this, I built high-dimensional regression models to quantify and filter those effects, producing more robust trading signals and strengthening my ability to extract meaningful insights from complex market data. Across industry and academic projects鈥攆rom sentiment-driven cryptocurrency trading leveraging XGBoost and LSTM models to time-series forecasting with SARIMA鈥擨 have enjoyed turning large, messy datasets into frameworks that uncover meaningful patterns and support better decision-making. Outside of finance, I'm a big Formula 1 fan, fascinated by the sport鈥檚 precision, strategic thinking, and split-second decision-making鈥攓ualities that closely mirror quantitative investing. I鈥檇 welcome the opportunity to connect and discuss how my interdisciplinary background and analytical mindset can contribute to your team! 听
