Hengzhao Hong

Hengzhao Hong

Ph.D Student in Statistics, Front-End Engineer

School of Economics

Xiamen University

Biography

Hengzhao Hong is a Ph.D. student majoring in Statistics at the School of Economics, Xiamen University. He has a master’s in Economics. His research interests include quantitative finance (mainly ML/DL in factor models), statistical learning, and behavioral finance.

As for the working experience, he has experience in T0-trading stock selections, futures-spot/digital currency statistical arbitrage, and web-development engineering through internships in startup asset management companies.

As a trader, he is currently trading on Chinese A-stocks and digital currencies (mainly BTC) and has a great interest in developing and trying strategies which might beat the markets.

As an experienced full-stack developer, he has developed scrapies, (demo) websites, and some customized simulated trading systems according to research needs.

Interests
  • ML/DL in Factor Models
  • Casual Machine Learning
  • Behavioral Finance
  • Front-End Engineering
Education
  • B.A. of Economics, 2015-2019

    Xiamen University

  • Master of Economics, 2019-2022

    Xiamen University

  • Ph.D of Statistics, 2022-2026(expected)

    Xiamen University

Skills

Python

Quantitive trading (low-freq), experienced web scraping and data analysis

Typescript (Angular/React)

Experienced front-end engineering and dashboard developing in trading

R Pakcage Engineering

Author of published package ‘hdcate’ in CRAN

Statistics

My current major