Summary
Zhaohui Huang is a quantitative researcher with about a decade of experience blending rigorous academic training (PhD from Peking University) and practical ML/quant engineering across hedge funds, industry labs, and academia. He builds minute- and daily-frequency time-series and orderbook alphas that have demonstrably improved IC, PnL, and Sharpe versus linear baselines in China A-share and equity markets. His recent work spans controllable generative-model frameworks at Baidu, representation learning and knowledge editing for large models at KAUST, and granular-robotics simulation at Yale, reflecting a rare cross-domain fluency between statistical finance and modern deep learning. Proficient in C/C++, Python, and SQL, he combines hands-on model engineering with production-oriented thinking while based in New Haven. An understated strength is his track record of moving research ideas into measurable trading performance rather than only theoretical gains.
10 years of coding experience
2 years of employment as a software developer
Master of Science, Applied Data Science, Master of Science, Applied Data Science at University of Michigan
Master of Science, Computer Science, Master of Science, Computer Science at Georgia Institute of Technology
Bachelor of Science, Theoretical and Applied Mechanics, Bachelor of Science, Theoretical and Applied Mechanics at Peking University