shawncalvini
Quantitative Researcher
Hi I'm Shawn! A final-year student in The Chinese University of Hong Kong majoring in Quantitative Finance. Currently doing an internship in Yuntu Qihang (A private fund in Shanghai) as a Quantitative Researcher. My skill focused are mostly in machine learning and optimization. Nice to meet you :)
Experience: 2 years
Yearly salary: $40,000
Hourly rate: $20
Nationality: 🇮🇩 Indonesia
Residency: 🇨🇳 China
Experience
Quantitative Research Intern
Yuntu Qihang(云图启航) Private Equity Fund Management 2025 - 2025
Research Topic: Tactical Asset Allocation with Macroeconomic Regime Detection based on Interpretable Machine Learning. Developed a macro-regime detection framework for tactical asset allocation across U.S. and Chinese markets data—employed PCA, Euclidean Distance Clustering, Cosine Clustering, GMM, and applying MOLA-XGBoost for uncertainty index data to identify economic cycles and dynamically adjust ETF weights. Designed and backtested four position-sizing strategies (Long-only, Long/Short, directional, mixed) to capitalize on regime-driven opportunities in U.S. and China equity ETFs.
Undergraduate Teaching Staff: Optimization (MAT3007)
The Chinese University of Hong Kong, Shenzhen 2025 - 2025
Teach and help approximately 400 students in an additional tutorial session about the course. Assisting professor on assigning and managing assignments for students.
Skills
big-data
finance
machine-learning
math
matlab
python
english
indonesian