Summary
Zhewei Zhang is a Financial Data Analyst with nine years of experience blending statistical rigor and software engineering to extract actionable insights from market and financial datasets. With a Master's in Statistics from Stony Brook and earlier advanced mathematics training, he applies Python, database skills, and time-series methods—such as Hurst exponent analysis—to improve ETF return predictions and test alpha strategies. His background includes hands-on backend development in Java/MySQL for consumer finance apps, giving him practical end-to-end data and systems perspective. Based in Zhuhai, he also pursues quantitative trading research focused on warrants and callable bull/bear contracts, signaling a specialty in structured-product microstructure and pricing. Colleagues know him for combining teaching experience and mentoring instincts with a methodical, research-driven approach to model building and data preprocessing.
9 years of coding experience
Master of Science - MS, Mathematics, Master of Science - MS, Mathematics at China Agricultural University
Master's degree, Statistics, GPA 3.5, Master's degree, Statistics, GPA 3.5 at Stony Brook University