Hi, I'm Angus! I hold a BSc in Quantitative Finance (with a minor in Mathematics, GPA: 3.8/4.0) from the Chinese University of Hong Kong and have hands-on internship experience at BlackRock and Eclipse Trading. I specialize in applying machine learning and statistical modeling to design trading strategies and validate investment ideas.
At Eclipse Trading, I developed a profitable pair trading strategy between PetroChina's A-share and H-share stocks, utilizing statistical techniques such as Kalman filters and cointegration testing, along with high-frequency order book features to adjust entry and exit thresholds.
At BlackRock, I tuned a pre-trained BERT model to analyze sentiment from thousands of reviews on Apple Intelligence, validating a key investment thesis that led to a successful buy recommendation of BYD Electronics, an Apple supplier.
Outside of work, my team ranked in the top 0.2% (28/12,621) in the IMC Prosperity competition, where we devised market-making strategies optimized for inventory management and statistical arbitrage across 5 rounds. My projects including building volatility clustering models for algorithmic trading and pricing derivatives using Monte Carlo simulations.
I aim to become a quant researcher at a hedge fund or proprietary trading firm. I'm a deep thinker who enjoys digging into niche areas to uncover patterns in data. I'm also skilled at asking meaningful questions, which I believe is the most crucial quality in any area of research.
