Institute of Information Science, Academia SinicaQuantitative Research Summer Intern
Jul. 2017 - Aug. 2017Taipei, Taipei City, TaiwanNational Research Institute
• Predicted the trend of S&P500 with XGBoost, Convolutional Neural Network, and Linear Regression. Accuracy:78.87%.
• Created mutual fund trading strategies based on volatility, alpha, and predicted the trend of S&P500; reaching an average yearly return of 31%.
• Developed a stocks trading strategy in Quantopian with Sharpe ratio reaching 2.1%.