Janet Chen is a quantitative researcher with strong interests in systematic investing, factor research, and machine learning.
She focuses on quantitative research for financial markets, developing predictive factors and systematic investment strategies through data-driven analysis. Her work covers the full quantitative research process, from data engineering and feature construction to agent development, factor validation, and backtesting.
Janet has a strong technical foundation in quantitative finance, statistics, and machine learning. She has worked on equity factor research, quantitative modeling, and financial data analysis, and enjoys applying statistical methods and machine learning techniques to better understand market behavior and support systematic investment research.