Hi, I’m Kecheng. I earned my master’s in Mathematics of Finance at Columbia, and I’m based in New York. I enjoy taking a mathematical idea through to working code, then testing it against real market data. My research has taken me from trading strategies in Shanghai to cross-asset portfolios in New York.
I’m curious by nature and skeptical of a result that looks too good—including my own. I want to understand what drives it, which assumptions matter, and what would change my mind. I also enjoy making complicated ideas easier to discuss, something I practiced as a teaching assistant for Machine Learning for Finance.
Outside work, I’m a 2300-rated blitz chess player. I enjoy making decisions under pressure, then going back to understand what I missed. That habit of thinking, testing, and reviewing carries into my research. The projects below give you a closer look at how I work.
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Projects & research.
Public project · AlgoTrading
Strategy research & paper trading
Made research runs traceable from signals to paper orders. I connected EMA–ADX and Z-score strategies, Alpaca paper execution, and independent risk monitoring with saved configurations and order telemetry.
PythonAlpacaPostgreSQL
Numeraxial · Professional research
Cross-asset portfolio research
Made three allocation methods comparable on consistent market data. At Numeraxial, I standardized Bloomberg inputs to compare mean–variance, Black–Litterman, and HRP portfolios on drawdowns, turnover, and risk contributions.
PythonSQLBloomberg
Columbia · Academic project
Factor risk & portfolio construction
Linear and neural models produced similar saved test errors. I modeled factor-adjusted equity returns, then compared historical portfolio profit, exposures, and risk across both models.
PythonNumPySciPy
CQF · Academic study
SPY classification study
Tuning improved the saved same-day classification score. I compared baseline and tuned XGBoost models; the same-day target and feature-selection timing limit forecasting claims.
Pythonscikit-learnXGBoost
Experience
Numeraxial LLCQuantitative Research InternNew York, NY
July 2025 – Present
Standardized market data and built reusable research tools to compare market regimes and portfolio allocations under constraints. Project details ↑
Western Securities Co., Ltd.Quantitative Analyst InternShanghai, China
January 2024 – July 2024
Tested EMA–ADX and Z-score cryptocurrency strategies, evaluating parameter sensitivity, trading costs, turnover, value at risk (VaR), and drawdowns.