My research focuses on high-frequency trading, quantitative trading, and factor development in global financial markets, with an emphasis on applying generative AI in quantitative finance. My work aims to leverage data-driven methodologies and advanced algorithms to optimize investment strategies, enhance market prediction accuracy, and address challenges related to liquidity and systemic risk.
Talk to me about:
- Solving Data structure and algorithm questions in CPP and Python
- Smart Contracts and Blockchain Developing using Rust and Solidity
- Finance Analysis using Stata and Matlab
- Game Developing using Godot