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1. Borrowed the name of a software company in Shanghai from a friend to take over some software projects, such as a grid trading project of Hua 'an Fund, but the payment collection of this project was not ideal. 2. Also worked on some risk control models for the cryptocurrency exchange Bitget on a temporary basis. 3. The current primary quantitative trading strategies are on the cryptocurrencies, including several CTA strategies based on Bitcoin and Ethereum perpetual contracts, achieving an annualized return rate of over 35%, with a Sharpe ratio exceeding 3.0. Due to the lack of a stable trading channel and concerns about compliance, actual trading has not been conducted. 4. Developed a quantitative trading strategy based on the Indian stock market for AIVI, an artificial intelligence startup based in Hong Kong. 5. From September 2025 to November 2025, I worked on projects for the software company with the name “Shanghai Huixu Information Technology Partnerships (Limited Partnership)” , including: (1) Built credit risk evaluation models for cash loans. (2) Built pricing models for foreign exchange derivatives, such as Quanto (foreign equity options), Target Redemption Forward (target redeemable forward), and Multicallable (multiple redeemable forward), foreign exchange swaption. (3) Developed quantitative trading strategies for EUR/USD, USD/BRL, USD/CNY, and BTC using algorithms such as BM25 and SimCSE.

1. Developed quantum algorithms for quantitative trading strategies, such as QUBO (Quadratic Unconstrained Binary Optimization) stock trading strategy, QUBO commodity futures intraday trading strategy, Quantum Bayesian network stock trading strategy, QSVM (Quantum Support Vector Machine) stock and commodity futures trading strategy, QGRU (Quantum Gated Recurrent Unit) stock and commodity futures trading strategy, QCNN (Quantum Convolutional Neural Network) stock and commodity trading strategy, ZigZag indicator commodity trading strategy, QGNN (Quantum Graph Neural Network) commodity trading strategy. 2. Developed the interfaces between the trading strategies and the trading software, such as InfiniTrader, VNPY, RiceQuant, backtrader, CTPBee. Paraphrased and uploaded the trading strategies to these trading platforms and tested them. 3. Deployed database instances, such as Oracle, MySQL, Redis, DolphinDB, MongoDB. 4. From December 2021 to February 2022, a friend of mine (who is not the actual controller but a minor shareholder) intended to establish Shanghai Mingyue Private Equity Fund (initially called Hainan Bu Er Private Equity, which was later relocated to Shanghai). He asked if I would be interested in joining as the Chief Compliance and Risk Control Officer. During this period, I participated in the preparatory work for the establishment of the private equity fund.

1. Developed quantitative trading models and strategies, including stocks, futures, fixed income derivatives trading models. Searched and verified new indicators of the models and performed statistical analysis of the market data. The mainly used development languages are C++, Python and MySQL. 2. Researched Treasury bill futures trading strategy. 3. Researched the pricing models of exotic options such as snowball options and compiled the python codes of the pricing models. Answered the pricing enquiries of the options and forwards from the customers on the over-the-counter market. Offered the prices of the options to the public. Executed the hedging operation of the Geeks risk exposures of the options. Executed the domestic and international transactions of commodity futures, commodity options, stock index futures and stock index options. 4. Participated in the development and maintenance of the OTCD system, which is a system containing the booking and risk management functions and is developed by department of derivative itself. 5. Developed several interfaces of the trading systems, which are used to connect with the trading systems of Huatai Securities, Hengtou Securities, Orient Securities, Shanghai Pudong Development Bank. The computer coding languages of the interfaces are Python and C++. 6. Developed and maintained an extremely fast trading system with the name Alton. 7. Post Scripts ： During May 2020 and June 2021, I was actually working in CCB Futures Co., Ltd. The leader of my team decided to change the job with the entire team and asked me to move with him. So I transferred to serve for Xiangcai Securities with the original team. The business of these two episodes of work were almost the same.

1. Developed and researched trading strategies, such as the trend strategy of daily turnover of SSE 50 stocks based on conditional random field strategy logic. Developed an LPPL(log periodic power law)model trading strategy. Developed a long term trend-following strategy of commodity futures (mainly iron ore) based on the optimized turtle model. Develop the spider web strategy of member holding positions of futures companies. Developed A - share intraday trend strategies based on the following algorithms, such as LSTM model and Pytorch machine learning framework, empirical mode decomposition (EMD) and B - spline fitting envelope function, Xgboost algorithm, attention mechanism, WGAN-gp algorithm(an improved type of generative adversarial networks model), Gabor filtering algorithm, Scot and Longuet-Higgins matching algorithm, Shapiro-Brady matching algorithm, spectral clustering algorithm, Laplacian diagram matching algorithm, angle between spectral coefficient algorithm, affinity propagation clustering algorithm, MeanShift clustering algorithm, hierarchical clustering algorithm, DBSCAN core points algorithm, Birch clustering algorithm, GBDT (Gradient Boosting Decision Tree) classifier algorithm, GBDT regressor algorithm, Random Forest classifier algorithm, Extra Trees classifier algorithm, Extra Trees regressor algorithm, Bagging classifier algorithm, Bagging regressor algorithm. Siamese network algorithm. Bjerksund and Stensland American option pricing model. The techniques mainly used were deep machine learning frameworks and the packages mainly used were scikit-learn, Keras, Tensorflow, and Pytorch. 2. Used web crawler from sina finance and economics website to climb and get A-share trading data. 3. Calculated and tracked the options volatility index, which is similar to the IVIX. 4. Made the asset strategies allocation plans and distributed the money to each fund manager to perform their strategies. Made strategy evaluation system, methodologies, indicators, and coded them in Python.

1. Researched quantitative trading strategies, especially the data mining and machine learning strategies. The main strategies are RNN (Recurrent Neural Network) model overnight low frequency A-share trading strategy, CNN (convolutional Neural Network) model overnight low frequency A-share trading strategy, EM and GMM(Expectation Maximization and Gaussian Mixture Model) model trending A-share trading strategy, Adaboost model overnight low frequency A stock trading strategy, Apriori model overnight low frequency A-share trading strategy, kNN model low frequency A-share trading strategy, Decision Tree(CART algorithm) model overnight low frequency A-share trading strategy, Naive Bayesian model overnight trending A-share trading strategy, Decision Tree(C4.5 algorithm) model overnight low frequency A-share trading strategy with short selling of stocks, Back propagation neural network algorithm A-share trading strategy, Clustering algorithm(K-means) intraday high frequency trending strategy based on Shenzhen 100 Index ETF, the Shenzhen 100 Index ETF intraday low frequency trending strategy, the wavelet transformation strategy and ARIMA model trading strategy of Hang Seng Index futures (Hong Kong Exchanges), the support vector machine (SVM) strategy of Hang Seng Index futures (Hong Kong Exchanges), the intraday high-frequency strategy of treasury bond futures (China Financial Futures Exchange),intraday high-frequency strategy of gold futures (Shanghai Futures Exchange), intraday high-frequency strategy of vanilla options (Shanghai Stock Exchange), low-frequency strategy of Hang Seng Index vanilla options (Hong Kong Exchanges), low-frequency strategy of S&P 500 futures. Backtested the strategies by coding VBA, C++, Python and Matlab. 2. Designed ELNs (Equity Linked Notes) which contain exotic options and implemented quantitative investment and hedging of the ELNs. 3. Researched the trading strategy of vanilla options traded on exchange (vanilla options on Shanghai Stock Exchange and Asian options on China Financial Futures Exchange). Researched arbitrage strategies on the classification funds, trend strategies on the options and stock index futures, arbitrage strategies on commodity futures. Coded the strategies. Traded vanilla options.

1. Participated in the assessment of capital intermediary business of Haitong Securities, mainly in equity swaps, OTC vanilla options, OTC exotic options such as binary options, single barrier options, double-barrier options, double-no-touch digital options, one-touch options, lookback options, shout options, Asian options, Quanto options, rainbow options and some other outside options. Calculated and backtested the pricing models and Greeks of these financial derivatives. 2. Participated in the training of automatic market making software system of the stock option and stock-index option. Researched on the hedging strategies under ad hoc circumstances. Coded delta hedging models. Researched SABR model, Heston model and volatility surface model. 3. Instantly monitored the performance of stock investment and the quantitative transactions of the trading department of Haitong Securities. (The quantitative transactions are mainly focused on the Exchanged-Traded Funds and Stock Index Futures.) Compiled the daily, weekly, monthly monitoring reports. 4. Researched on the pricing model of Treasury Bonds Futures (The main conception of the model is that the futures price is the price of the cheapest to delivery bond subtracted the wildcard option of the short position holder). Researched on the trading strategies of the Treasury Bonds Futures such as the trend strategy, the basis (between spot and futures) arbitrage, convexity arbitrage. Compiling the daily reports of Treasury Bonds Futures. 5. Researched on the dynamic interest rate models such as Ho-Lee model and implementing Ho-Lee model on the pricing of interest rate swaps (in Matlab). Monitoring bond debit and credit business. 6. Researched on the valuation models of Mortgage-Backed Securities, Interest Only strips, Principal Only strips, Collateralized Mortgage Obligations, Collateralized Debt Obligations and so on. 7. Communicated with software vendors such as Sungard to help add functions of the Sungard’s software system of APT (Advanced Portfolio Tool), including the function requirements documents pertinent to exotic options.

1. Developed the risk valuation module, employing financial engineering techniques to construct mathematical models and compiled the documents and JAVA codes of floating rate notes duration, convexity and PV01 valuation module. Used parametric model, Garch (Generalized Autoregressive Conditional Heteroskedasticity) model, Tarch model, historical methodology and Monte Carlo methodology to calculate VaR(Value At Risk). Researched on and coded some parts of the cubic spline model, Merton model, CDS(credit default swap)valuation model, default state transition matrix model, CVA(credit valuation adjustment) model, Hull White model, Vasicek model, bootstrapping interest rate curve model, delta hedging model for structural instruments and so on. 2. Developed credit assessment module (by employing Analytic Hierarchy Process and Fuzzy Comprehensive evaluation method) of Hundsun’s Supply Chain Finance System and composed the business requirements criteria introduction.