Summary
Ru-en Shih is a quantitative analyst focused on algorithmic trading, market forecasting, and derivative pricing, with hands-on internship experience at Kronos Research and Gamma Paradigm Research. A 2024 Quantitative Finance graduate from National Tsing Hua University and current Financial Engineering master’s candidate at NTU, he combines rigorous coursework in computational finance and financial econometrics with practical skills in Python, CNN-based pattern recognition, and web scraping. He has built and evaluated trading strategies—ranging from momentum and price-volume breakouts to K-line CNN models that achieved 0.77 forecasting accuracy on U.S. stocks—and supported real-money deployments. Comfortable presenting research and metrics to stakeholders, he also detects macro-driven market stress signals and translates data into actionable trading insights. Based in Taiwan, Ru-en brings a research-oriented mindset and nearly a decade of cumulative experience in finance and quantitative projects, bridging academic rigor with production-minded implementation.
9 years of coding experience
Master's degree, Financial Engineering, Master's degree, Financial Engineering at 國立台灣大學
學士, 計量財務金融學系, 學士, 計量財務金融學系 at 國立清華大學