Chao Li

PhD in Mathematics
at Rice University.


Experiences

Jun.- Aug. 2017

Summer Research Intern, Quantlab Group, Houston, TX
1. Worked on a project to study passive trading strategy in equity market in a team of 4.
2. Implemented parallel processing in Python on HPC cluster to analyze large tick data and explore features in high frequency equity trading.
3. Proposed several successful strategies by utilizing analytical combinations of various features and some machine learning techniques such as Adaboost and random forest.
4. Validated the proposed strategies by using historical tick data (~300G) and presented our final results to the research group.

May.- Dec. 2016

Instructor, Rice University, Houston, TX
1. Instructed Ordinary Differential Equations and Linear Algebra in Summer and Fall semesters.
2. Held office hours twice a week, drafted the mid-term and final exams.

Sep. 2013 - present

Teaching Asistant, Rice University, Houston, TX
1. Worked on courses including Calculus, Linear Algebra, Partial Differential Equations, Mathematical Probability and Stochastic Process.
2. Coordinated with students and instructors on various issues.