Expert in multi-asset quantitative strategies
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✦ 15 years of actual combat in the global securities market
He has managed a cross-border asset portfolio of over 3 billion yuan, with an annualized return of 38.9% (2019-2024)
The original "dynamic volatility anchoring" algorithm achieves a maximum drawdown of <8% (22.6% for CSI 300 in the same period)
Long and short double open arbitrage, stable and safe, 3% per week, 120% per year
✦ Core Competency Matrix|
├─ Multi-factor model construction (Barra system iterator)
├─ Development of high-frequency arbitrage system (order flow analysis delay<3ms)
├─ Machine Learning-Driven Combinatorial Optimization (XGBoost+Reinforcement Learning Framework)
└─ Black Swan Event Stress Test
Earnings may be mediocre, but the focus is stable.
