Quant Researcher

This is Tianshu's site, I currently work as a quant.
I spent:
3 Years being undergraduate in Shanghai University of Finance and Economics.
1 Year being an exchange student in University of California, Berkeley.
1.5 Year being a graudate student in North Carolina State University.
some time watching netflix.
some time taking photos.
some time checking cool nerdy stuff.
Mostly interested in Quantitative Finance area, including portfolio management, asset pricing, machine learning and alpha-discovery

You can find my resume here: resume

Build this to:

Record some ideas
Kill time

• Play Hangman using BERT July 04, 2020
• Wrap up for CMU Convex Optimization Course June 11, 2020
• SVM as optimization problem with Python April 13, 2020
• Group Lasso With Proximal Gradient Descent April 10, 2020
• Proximal Operator March 16, 2020
• Black Litterman October 01, 2018 bayesian view of BL
• Kernel Density Estimation September 27, 2018 KNN
• Feature reduction PCA and LDA September 27, 2018 KNN
• BFGS optimization September 22, 2018 BFGS and DFP
• C# API for Okex and Bitmex September 11, 2018 creating GUI is fun
• Broyden's Method Derivation September 11, 2018 Numerical methods
• AprQuant First Part May 01, 2017
• Openning New Project April 05, 2017
• Python统计list中重复次数Bonus February 27, 2016 朝花夕拾？
• MATH 128A hw3 February 14, 2016 tired..
• Hog project February 05, 2016 A cs61a projects
• Barra Risk Model Implementation January 19, 2016 First implementation of finance stats analysis
• Introduction To Time Series(2) January 17, 2016 ACF Function
• Python Weather Predictor GUI January 01, 2016 A little implementation of python GUI
• building machine learning system in python(2) December 22, 2015 knn