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.
B.A. of Economics, 2015-2019
Xiamen University
Master of Economics, 2019-2022
Xiamen University
Ph.D of Statistics, 2022-2026(expected)
Xiamen University
Quantitive trading (low-freq), experienced web scraping and data analysis
Experienced front-end engineering and dashboard developing in trading
Author of published package ‘hdcate’ in CRAN
My current major