Yanan Zhou
Quantitative Researcher
Beijing, China
Summary
👤
Senior🎓
Top SchoolYanan Zhou is a Beijing-based portfolio manager and machine learning-driven quant researcher with eight years of experience applying deep learning and time-series forecasting to alpha generation, portfolio optimization, and execution. Trained in financial engineering at CUHK and with research experience at Stanford’s Institute of Finance and Risk, she bridges academic rigor and production ML—building ETL-ML-BI pipelines, feature-generation frameworks, and auto-factor-mining systems. Her background spans industry-leading firms from Tencent game AI to Ping An and NEXT50, where she turned player-behavior models, economic knowledge graphs, and flight/electricity forecasts into actionable signals. Known for combining NLP, RL, and neural time-series models, she focuses on turning alternative data into scalable alpha combos rather than one-off strategies. Colleagues describe her as an ambitious coder who treats dashboards like puzzles to be fully lit, implying a bias for measurable impact and clean engineering in quant workflows.
8 years of coding experience
4 years of employment as a software developer
Academic Research Institute of Finance and Risk, Academic Research Institute of Finance and Risk at Stanford UniversityBachelor of Science - BS Mathematics and Statistics, Bachelor of Science - BS Mathematics and Statistics at The Chinese University of Hong Kong, Shenzhen 香港中文大学（深圳）The Chinese University of Hong Kong (CUHK)
Github Skills (22)
airdrop10
signature-verification10
nft10
erc2010
erc72110
auction10
solidity9
solc9
blockchain9
merkle-tree9
ethereum9
smart-contracts9
open-source7
python5
algotrading4
Programming languages (3)
Github contributions (5)
algo21-115010302/TouchFishCapital
Mar 2021 - Jul 2021
This is the repository of algotrading course!
Contributions:10 commits, 1 PR, 7 pushes in 3 months
pythonalgotrading
Adreambottle/QuantStratagy
Nov 2020 - Dec 2020
Contributions:39 commits, 36 pushes in 1 month
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