WorldQuant Brain
Quantitative Research Consultant
Market-neutral signals and portfolio research.
May 2023 — Apr 2026Details
- Researched and backtested 200+ trading signals across 400+ data fields in US, European, and Asian markets.
- Combined selection and weighting strategies into more than 50 market-neutral superalphas.
- Built US-market alphas with 13.54 RoMaD, 7.17% average annual return, and 6.45 Sharpe.
- Developed sentiment-driven strategies focused on positive skew, retailer sentiment, and momentum decomposition.
