En-yu Su

Bachelor's

Statistics

Pair Trading AND Forex Carrying Trade Project Cardinal Trading Group

Market Research AND Strategy Team Member

- Developed and implemented a statistical arbitrage strategy using Python to identify and trade co-integrated stocks - Employed cointegration tests (Johansen test, Engle-Granger procedure) from statsmodels to identify stock pairs with potential mean-reverting behavior - Modeled the spread between co-integrated stocks via OLS regression, calculate hedge ratio to construct trading signals - Evaluated the strategy's performance with a cumulative returns plot, identifying inefficiencies and potential false positives - Leadership & Community Involvement - Wisconsin Boxing Club, Beginning level Training Officer - Madison, WI - Co-led beginner-level training at the Wisconsin Boxing Club, providing hands-on instruction, guiding new members in foundational techniques, and fostering a supportive and disciplined learning environment