Yiyang Xu

Location

Los Angeles, CA
Shanghai, People's Republic of China
Education
    University of Southern California
    August 2022 - May 2024
    degree
    Master's
    major
    Financial Engineering
    coursework
    Derivatives Pricing
    Stochastic Process
    Risk Management
    Quantitative Investing
    Shanghai Jiao Tong University
    September 2018 - July 2022
Work Experience
    WorldQuant LLC
    Quantitative Research Consultant
    Old Greenwich, CT, United States, 06870
    March 2024 - present
    company
    WorldQuant LLC
    title
    Quantitative Research Consultant
    overview
    1. Alpha Factor Mining: Utilized genetic algorithms to create 150+ alpha factors in US, Chinese stock market, including 100+ price-volume factors. Achieved a maximum out-sample Sharpe ratio of 5.07. 2. Statistical Arbitrage Model: Developed a statistical arbitrage model for the A-share market. Utilized cointegration and mean reversion strategies, achieving a Sharpe Ratio of 2.8 and annualized return of 25%.
    CHINA INTERNATIONAL CAPITAL CORPORATION
    Quantitative Developer Intern
    Shanghai, People's Republic of China
    May 2023 - August 2023
    China Industrial Securities CO., LTD.,
    Equity Analyst Assistant
    Shanghai, People's Republic of China
    November 2020 - March 2021
Skills
Languages
ChineseGerman
Skills
Deep learning Derivatives MarketsFinancial ModelingMachine LearningOption Tradingportfolio valuationStatistical Evaluations
Volunteer
    OCIVA (Oriental Connect International Volunteer Association)
    December 2018 - February 2019
Hobbies
Swimming
American Football
Hiking
Github / Code
Powered By
Yiyang-Xu(view my full github here)
11 followers9 stars33 repositories
Pinned Repositories
Technical Skills
  • c
  • c++
  • linux
  • mathematica
  • matlab
  • python
  • SQL
  • swift