China Galaxy Securitiesedit

In the summer of 2024, Colar Wang served as a Quantitative Research Intern at China Galaxy Securities Co., Ltd. in Shanghai.¹ The internship, which ran from July to September 2024, was Wang's principal exposure to institutional quantitative research and directly informed the validation-oriented engineering style he has carried into his subsequent AI product work. It followed an earlier winter 2023–2024 internship at CITIC Futures and a summer 2023 role at CICC, together forming Wang's three consecutive Chinese-finance internships during his undergraduate years.

Workedit

Wang's work at Galaxy Securities centered on three related threads:

Hybrid LSTM–XGBoost trading system

Wang worked on productizing a hybrid LSTM–XGBoost modeling framework into an automated trading system, combining sequence-learning signals (LSTM) with tabular gradient boosting (XGBoost) to capture non-linear intraday patterns. A simulated backtest of the framework on historical data achieved an annualized return of approximately 50 percent under a high-frequency signal-generation regime.

The Jupyter notebook and the full set of rendered PDF reports for this work — covering EDA, candlestick feature engineering at four rolling-window scales, XGBoost / LSTM / hybrid modeling, and the linear-regression baseline comparison — have been published as an open archive at github.com/wangxuzhou666-arch/china-galaxy-securities-quant.²

Real-time feature engineering

He also architected a seven-module data ingestion pipeline intended to normalize multi-source market feeds and resolve latency bottlenecks in real-time feature engineering, enabling millisecond-scale model inference.

Validation and stress testing

Wang further introduced validation protocols including time-series cross-validation and regime-aware stress testing. According to internal measurements these protocols improved forecasting stability by roughly 30 percent under volatile market conditions.

Influence on later workedit

Wang has cited this internship as a formative experience in validation-first engineering practice, and has drawn a direct line from the regime-aware stress testing done at Galaxy Securities to the dual-layer verification protocol he later developed for KitchenSurvivor, and to the evaluation orientation he expects to bring to his Teen Safety role at ByteDance.

See alsoedit

• Colar Wang
• University of Nottingham — concurrent institution
• CITIC_Futures — prior internship
• China_International_Capital_Corporation — earliest internship
• KitchenSurvivor
• ByteDance_TikTok_internship

Referencesedit

Footnotesedit

1. "China Galaxy Securities Co., Ltd.". chinastock.com.cn. ↩

2. Wang, C. (2024). "Hybrid LSTM-XGBoost Quantitative Research". github.com/wangxuzhou666-arch/china-galaxy-securities-quant. ↩