Quantitative analyst intern

Xingyin Fund Management Co., Ltd — Index and Quantitative Investment Department

Highlights

• Implemented 18 factors across five major research directions using multi-frequency data (daily, Level-1 and Level-2 market data).
• Systematically backtested factors on the CSI 300, 500, and 1000 indices, as well as the full A share universe with signal regularization and industry contextualization and neutralization applied.
• Enhanced factors through capital-based stratification algorithms, conditional factor flipping based on volatility and turnover, and opening or closing auction filters.
• Optimized Level-2 high-frequency data processing with vectorized kernels, rolling window aggregations, and multiprocessing, cutting factor computation time from days to hours.
• Explored to seek ML‑driven alphas by prototyping random forest, XGBoost, and deep learning on engineered features such as price–volume, VWAP deviation, turnover, and order imbalance.