I have worked in multiple fields including quantitative analysis, signal processing, and software development, etc.
I am always passionate about new ideas, innovations and technologies, and keep expanding my interests
and growing my professional skills.
Areas of Interest
- Quantitative research and algorithm development
- Machine learning and data analytics
- Software development
Skills
- Quantitative analysis, data analytics, algorithm development, numerical simulation and back-testing.
- Python scientific/data stack: pandas, numpy, statsmodels, jupyter, etc.
- Machine learning algorithms and software libraries: scikit-learn, xgboost, keras, etc.
- Python software development with object-oriented design. Experienced in SQL, C/C++, Matlab, R, Linux.
- Applied statistics, estimation, inference and signal processing.
Work Experience
- Quantitative Research Analyst; Quantitative Software Engineer, iFDC, Irvine, California, 2017-2020.
- Researched on time-series momentum and mean-reverting strategies for commodities and index futures based on historical data analytics. Developed back-testing in Python and deployed for live trading.
- Developed algorithmic order types and optimized execution logic and procedures to minimize transaction cost.
- Developed proprietary tools in Python and historical database in MySQL.
- Staff Engineer - Systems; Sr. Staff Scientist - Software Systems, Broadcom, Irvine, California, 2010-2017.
- Developed and improved the accuracy of the dynamic temperature-compensating statistical data model and algorithms for GPS on-chip crystal clock, based on Kalman filtering.
- Developed GPS host software in C++ and signal processing firmware in C.
- Developed numerical computing routines to optimize GSM/WCDMA/LTE/LTE-A mobile RFIC chip performance and trade off between output power, linearity, noise and current consumption, e.g., optimizing feedback delay mismatch of closed-loop power control ADC, fitting digital filter coefficients by data regression, searching IIP compensation coefficients, estimating SNR/noise figure from RF signal samples, etc.
- Developed a comprehensive set of automation tools in Python for RFIC tests. The tools manage testing case, error recovery, instruments control, and data report & visualization.
- Algorithm Engineer, Datang Mobile, Beijing, China, 2003-2006.
- Innovated on the key signal detection modem algorithms for neighbor-cell interference cancellation in TD-SCDMA 3G mobile communication systems. (U.S. patent 8023486 B2)
- Developed a complete set of signal processing simulation programs (floating and fixed-point) with C/C++/MATLAB for evaluating TD-SCDMA/HSPA modem algorithms.
Education
- Ph.D. Electrical Engineering, University of California Riverside. December, 2010.
Dissertation: Performance of time delay estimation and range-based localization in wireless channels. PDF
- Researched on low-complexity wireless signal source geo-location algorithm, and biased statistical models and estimation methods for wireless ranging.
- Found new theoretical bounds on the performance of wireless time-delay estimation in unknown random multipath channel with PPM and frequency-hopping signals.
- Innovated on highly efficient numerical algorithm to compute time-delay estimation bounds, based on the moment-generating function of quadratic Gaussian distribution. The Matlab code exploiting special matrix structures speeds up by more than ten times than regular methods.
- M.E. Information & Communications Engineering, Xidian University, Xi'an, China.
- B.E. Telecommunications Engineering, Xidian University, Xi'an, China.
