笑冰田

AI Researcher

Haidian District, Beijing, China0 mo experience

Key Highlights

Top 10% in Environmental Chemistry and Economics
National Scholarship recipient at Peking University
Experience in high-frequency trading and quantitative research

Stackforce AI infers this person is a Fintech Quantitative Researcher with expertise in high-frequency trading and machine learning.

Contact

Skills

Core Skills

High-frequency TradingQuantitative InvestmentQuantitative Investment StrategiesMachine LearningHigh-performance ComputingData AnalysisLarge Language Models (llm)Financial ModelingProgramming

Other Skills

Functional ProgrammingPythonData VisualizationAcademic ResearchMachine Learning AlgorithmsDeep LearningFinanceCorporate FinanceIndustry ResearchAsset Allocation

About

Peking University (PKU) B.S. in Environmental Chemistry; B.A. in Economics (Double Major) | Sept 2022 – Present Cumulative GPA: 3.76/4.00 (Top 10%) Honors: National Scholarship (Top 3%, 2024-2025), Peking University Merit Student Relevant Courses: Machine Learning (Teaching Assistant), Python Data Analysis, Data Structures & Algorithms, Deep Learning, Time Series Analysis, Econometrics, Mathematical Methods in Finance, High-Frequency Data & Trading, Advanced Mathematics, Linear Algebra, Probability & Statistics.

Experience

0 mo

Total Experience

Average Tenure

Current Experience

博弈资产

Quantitative Researcher (A-share HFT)

Mar 2026 – Present · 1 mo · Beijing, China · On-site

A-share HFT

High-Frequency TradingQuantitative Investment

北京大学

2 roles

Teaching Assistant（Machine Learning & AI）

Sep 2025 – Jan 2026 · 4 mos · Beijing, China

Machine Learning & AI （Guanghua School of Management）

Machine Learning

Research Assistant，Guanghua School of Management

Feb 2025 – Sep 2025 · 7 mos · Beijing, China

Unstructured Text Mining & Sentiment Analysis:
Semantic Topic Reduction of Large-Scale Unstructured Data via BERTopic & LLM Integration
Few-Shot Learning & BERT-Based Classifier Deployment for Automated Large-Scale Labeling
Fine-Grained Aspect-Based Sentiment Analysis (ABSA) via Fine-Tuned Attention Mechanisms

Functional ProgrammingLarge Language Models (LLM)

非凸科技

Quantitative Researcher (U.S. Equity-NASDAQ HFT)

Sep 2025 – Mar 2026 · 6 mos · Shanghai, China · On-site

High-Frequency Alpha Mining & Microstructure Analysis on US L2/DOT Tick Data
Systematic Factor Engineering Pipeline with Knowledge Graph & Non-linear Signal Synthesis
Multi-dimensional Factor Evaluation Framework for Risk-Adjusted Performance & Statistical Robustness
HPC-Optimized Factor Research Infrastructure using Slurm, Polars, and Numba Acceleration

Quantitative Investment StrategiesMachine Learning

Beijing ruisheng technology (pku quant startup)

Core Member, Quantitative Researcher (A-Shares Low Frequency)

Jul 2025 – Sep 2025 · 2 mos · 中国北京 · On-site

Standardized Multi-Factor Research System & Limit-Up Pricing Dynamics Library
Machine Learning-Driven Predictive Modeling for Sector Momentum & Trend-Following Signals
Full-Stack Automated Trading System for Limit-Up Capture & Real-Time Risk Control

ProgrammingFinancial Modeling

Taikang asset management（泰康资产）

Multi-Strategy Group Intern, Fixed Income Investment Center

Mar 2025 – Jun 2025 · 3 mos · 中国北京 · On-site

LLM-Enhanced Black-Litterman Asset Allocation Model Integrating Qualitative Investor Insights
Unstructured Textual Alpha Mining using Natural Language Processing & Sentiment Analysis
Hierarchical Multi-Asset Portfolio Backtesting System with Significant Risk-Adjusted Alpha

ProgrammingFunctional Programming