Summary
Wenqiang Huang is a quantitative researcher and trader with eight years of experience blending finance, mathematics, and Python-driven engineering across asset management and hedge fund environments. Now a master's candidate in Financial Mathematics at HKUST and a researcher at Bosera Fund, he has built and deployed multi-factor stock selection and automated reporting systems that supported fund products and delivered measurable alpha. His hands-on trading background includes equity and futures execution, risk monitoring, and designing arbitrage strategies in structured funds—one achieving a Sharpe ratio above 3.5—alongside product design for segregated accounts and option-structured solutions. Comfortable turning statistical research into production tools, he combines academic rigor with practitioner instincts for strategy improvement and portfolio construction in China’s markets.
8 years of coding experience
Master's degree, Financial Mathematics, Master's degree, Financial Mathematics at 香港科技大学
学士, 金融工程, 学士, 金融工程 at 中央财经大学