Zhige Li is an R&D-focused quantitative engineer with 10 years' experience applying C++, Python, SQL and advanced ML — especially reinforcement and deep learning — to trading and investment problems. He holds a Master's in Computer Science from USC and has driven research-to-production impact at Tencent after internships at Microsoft, JPMorgan, and UVA where his KDD-accepted work and stock-embedding ideas materially improved trading performance and influence maximization. Zhige blends academic rigor with practical deployment: his methods have been implemented by professional traders and demonstrated large uplifts in Sharpe ratio and predictive metrics. Based in Shanghai, he specializes in client-adaptive recommendation and RL frameworks that abstract trading knowledge across heterogeneous users, a less obvious strength that helps him generalize models beyond single-asset or single-client settings.
10 years of coding experience
1 year of employment as a software developer
Master's degree, Computer Science, Master's degree, Computer Science at University of Southern California
Bachelor's degree, Computer Science, Bachelor's degree, Computer Science at Shanghai Jiao Tong University
Contributions:88 commits, 22 pushes, 1 branch in 3 months
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