Quant Research × Math & CS · Shanghai
LUNA
Turning data into testable ideas.
I am a Mathematics and Computer Science undergraduate building toward quantitative research. I combine mathematical reasoning, data-driven thinking and engineering workflows to turn ambiguous questions into structured experiments and usable tools.数学与计算机科学本科生，正向量化研究方向发展；结合数理推理、数据思维与工程工作流，将模糊问题转化为结构化实验与可用工具。
Explore SkillsA research toolkit in progress
Quant Skills
My focus is the complete research loop: collecting reliable data, forming measurable hypotheses, preventing leakage, validating through time and communicating risk clearly. I value reproducibility over impressive-looking but unsupported results.关注完整研究闭环：可靠数据、可度量假设、避免未来信息泄漏、时序验证与风险表达；重视可复现性而非缺乏依据的漂亮结果。
Research directions and demonstrated execution
Quant Canvas
The first three concepts map the research systems I am building toward. The Hackathon project demonstrates how I already work: fast iteration, cross-functional coordination and end-to-end delivery under pressure.前三项呈现正在构建的量化研究能力版图；Hackathon 项目则展示已验证的快速迭代、跨职能协作与端到端交付能力。
Research Direction
Factor Signal Lab
A reproducible workflow for public market data, feature construction, chronological validation and performance after estimated trading costs.公开市场数据、特征构建、时序验证及计入预估交易成本后的绩效评估流程。
Research Direction
Risk & Drawdown Engine
An interpretable monitoring layer for volatility, correlation, drawdown, allocation and portfolio exposure.围绕波动率、相关性、回撤、资产配置与组合暴露的可解释监测层。
Research Direction
Alternative Data Pipeline
A bridge from content and user-behavior insight to alternative-data cleaning, signal definition and model evaluation.将内容与用户行为洞察迁移到另类数据清洗、信号定义与模型评估。
48H Hackathon · 2026
Lens Agent
Owned the core interaction flow, high-fidelity interface and front-end implementation. Coordinated API integration, reduced integration time by 30% and helped the team submit two hours early.负责核心交互、高保真界面与前端实现；推动接口联调，联调时间缩短 30%，团队提前两小时提交。
Evidence of analytical execution
Experience in Numbers
Paris Quant Challenge 2025 finalist巴黎量化算法挑战赛决赛选手
Out-of-sample Sharpe ratio样本外未知真实数据集夏普比率
Paris Quant Challenge · Honorary Strategy Award, 2025
Built a cross-sector statistical-arbitrage strategy on anonymized Euronext Paris tick data. Cleaned and aligned high-frequency data with Python, Pandas and Polars; tested stock pairs using ADF and Engle–Granger cointegration; generated Z-score mean-reversion signals with hard stops and dynamic position smoothing. The strategy achieved a 1.55 out-of-sample Sharpe ratio with maximum drawdown below 7.8%.基于欧洲泛欧交易所匿名高频 Tick 数据构建跨行业统计套利策略；使用 Python、Pandas 与 Polars 完成清洗和对齐，通过 ADF 与 Engle–Granger 协整检验筛选股票对，并以 Z-Score 均值回归、5% 硬止损及动态仓位平滑完成风控。样本外夏普比率 1.55，最大回撤低于 7.8%，获 Top 30% Finalist／策略优秀奖。
EMC Global · Cross-border E-commerce Operations, 2026
Built overseas brand visuals, improved web interaction and supported social strategy; core-path clicks increased 27% and monthly exposure increased 45%.搭建海外品牌视觉、优化官网交互并支持社媒策略；核心路径点击率提升 27%，月均曝光提升 45%。
Attrax Joint University Hackathon, 2026
Interaction design and front-end development in a four-person cross-functional team.在四人跨职能团队中负责交互设计与前端开发。
LALA Company · Product Operations, 2023–2024
International art fairs, offline events, community engagement and content operations.参与国际艺术书展、线下活动、社群与内容运营。
Open to quant competitions and research collaborations
Let’s Build with Data.
Interested in quantitative research, data-driven products and applied AI.关注量化研究、数据驱动产品与应用型 AI。