● Implement, package, and serve AI models for real-world applications.
● Research, experiment with, and apply LLM frameworks (LangChain, LlamaIndex, etc.) to financial market use cases.
● Build AI agents capable of querying market/ticker information and generating strategy insights.
● Design and integrate backtesting workflows to evaluate strategies.
● Conduct quantitative trading research: Develop and test alpha signals using statistical methods and ML techniques; study factor models, time-series forecasting, and portfolio optimization; evaluate performance via rigorous backtesting and risk-adjusted metrics (Sharpe, drawdown, etc.).
● Collaborate with mentors to improve technical and problem-solving skills.
● Internship duration: 3 months.
