Shi Cheng

Location

New York City, NY
Education
    Columbia University in the City of New York
    August 2023 - December 2024
    degree
    Master's
    major
    Financial Math and Statistics
    New York University
Work Experience
    Risk Neutral Probabilities
    Research Team Captain under Prof Mikhail Smirnov
    New York, NY, US
    January 2024 - February 2024
    company
    Risk Neutral Probabilities
    title
    Research Team Captain under Prof Mikhail Smirnov
    overview
    - Jan 2024-Feb 2024 - Empirical Analysis: Assessed the efficiency of risk-neutral probabilities in forecasting market dynamics. Employing machine - Strategy Innovation: Developed a novel trading strategy based on the skewness pct change and 90th & 10th percentile difference Z - Score distribution of the risk-neutral probabilities, achieving a 1.29 Sharpe Ratio and 17.87% annualized return in the OOS test
    Premium Selling Strategy
    Researcher
    New York, NY, US
    October 2023 - December 2023
    The Effect of School Safety Expenditures
    Researcher under Prof Timothy Abraham Roeper
    New York, NY, US
    May 2022 - May 2023
    Penghua Fund Management
    Guangzhou, CN
    January 2018 - December 2022
    Fullgoal Fund Management
    Business Analytics Intern
    Guangzhou, CN
    June 2022 - August 2022
    See 2 More
Skills
Languages
ChineseEnglishGerman
Skills
Accounting Information SystemsAnalytical ThinkingAsset ManagementBacktestingBenchmarking SkillsBrochure DesignBusiness AnalysisBusiness ConsultingCapital MarketsCarbon FootprintConstructionCoordination SkillsCriminal JusticeCultural ActivitiesData AnalysisDatabasesData ProcessingDiscounted Cash FlowDue DiligenceEconomyESG CriteriaExhibitionsFinancial Data AnalysisFinancial DerivativesFinancial ManagementFinancial StocksForecasting SkillsGame TheoryHealth CareHedge FundsInnovationKnowledge of EconometricsKnowledge of FinanceKnowledge of MathematicsKnowledge of StatisticsLinear RegressionMaterial Safety Data SheetsMATLABMicrosoft ExcelMutual FundsPaintingPatient Care TechnicianPing (Networking Utility)Pivot TablesPortfolio ManagementPredictive Data AnalysisProbability TheoriesPython (Programming Language)Qualitative AnalysisQuantitative ResearchRandom ForestRenovation SkillsResearch SkillsRisk AnalysisSafety PrinciplesSalesSecurities ResearchSQL DatabasesStochastic ProcessStock MarketsStrategic ThinkingTableau (Software)Textile IndustryTime SeriesTradingTrading StrategyVba Programming LanguageXgboost