• Advisor: HuaXi Future Co. and Dept. of Math at Sichuan University
• Duration: Sept. 2017 - June 2018
• Summary: This research training mainly focuses on the field of quantitative investment in futures in a group-study format. In my group, I am responsible for developing strategies for quant, back-testing critical futures indicators by using existing historical data, and implementing strategies through MATLAB. One outstanding strategy we developed is built upon K-day Exponential Moving Average to detect optimal time points for Short Selling and/or Bull Position. Our developed strategies have shown satisfactory performances on Stock Market Simulator and Live Stock Market.