"Information is the resolution of uncertainty." - Claude Shannon
This principle guides Albert Lin's approach to quantitative research: reduce market uncertainty through sharp observations, rigorous analysis, and smart modelling.
Albert Lin holds a dual bachelor's degree in BS Computer Science and BBA Finance from National Taiwan University. His strong academic foundation, combined with deep curiosity about financial markets, has led him to three internships and one full-time role in trading firms.
At Kronos Research, Albert worked on high-frequency trading strategies with C++, focusing on strategy refinements and trading decisions, during his internship. In his full-time role, he contributed to cryptocurrency HFT alpha research by applying machine learning and deep learning models for HFT alphas and return prediction. Prior to this, he interned at WorldQuant, focusing on systematic US equity alpha research and backtesting. His earlier experience at Jim Quant Capital involved developing unsupervised stock clustering and pair trading strategies, further enriching his understanding of diverse market structures.
Albert is currently seeking a buy-side quantitative researcher or trader position. He brings a blend of theoretical rigor and hands-on experience, with particular strengths in machine learning, mathematical acumen, and production-grade implementation. His multidisciplinary background and collaborative mindset make him a valuable asset to any research-driven team. He is available to connect virtually or in person to discuss how he can contribute to your team's success.
