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Chen Zhiyuan

Chief Quantitative Strategist · BaccAI
📍 Shanghai · 📅 8 Years Backtesting · 🎓 Tsinghua University, Mathematics

About

Chen Zhiyuan is the Chief Quantitative Strategist at BaccAI, primarily responsible for AI probability prediction model R&D and strategy validation.

Former quantitative fund manager (2018-2023), previously served as a quant researcher at CITIC Securities and Ping An Asset Management, focusing on high-frequency trading and probability modeling. Joined the BaccAI team in 2023 to lead the v2.x engine algorithm design and backtest framework development.

Areas of Expertise

Deep Learning & RL

DeepSeek V3 / OpenClaw AI model fine-tuning and scenario adaptation

Probability & Time Series

Monte Carlo simulation, Bayesian inference, Markov chain applications

Bankroll Strategies

Kelly Criterion, Martingale variants, dynamic stop-loss algorithms

Backtest Framework

5,000-shoe real road sheet backtest system design and validation

Selected Works

Academic Background

B.S. in Mathematics, Tsinghua University (2008-2012); M.S. in Financial Engineering, Columbia University (2013-2015). First prize winner of the National Undergraduate Mathematical Modeling Contest.

Contact

Articles by Chen Zhiyuan

The following articles are authored by Chen Zhiyuan:


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