I am currently a Master student at CMU School of Computer Science. Born and raised in Shanghai, I came to Pittsburgh in 2017 looking for higher education and adventures in life. I have huge passion in algo trading and machine learning. Learn more about my journey below.
2017~2021, Pittsburgh, PA
Master of Science in Computer Science - Research Thesis
Bachelor of Science in Computer Science
Bachelor of Science in Computational Finance
2010~2017, Shanghai, China
High School
Summer 2020, Chicago, IL(remote)
Quant Trading Intern at IMC Trading Equity Options Desk Scaling Team
Analyze historical trading data and address trading analysis toward different counterparties
Developed a new external trigger framework based on the delta and time to expiry of the product
Summer 2019, New York, NY
Software developer Intern at Cloud and Advanced Technology Group at Bank of America
Built risk model and did data analysis on the central entitlement database using Python and Tableau
I am a big fan of basketball and NBA. The lengendary Kobe Bryant was my favorite player and he gave me lots of inspirations in life.
I also love to practice magic tricks during spare time. Lu Chen's magic shows at Chinese New Year's Gala left me an extremely deep impression.
I started to play Texas Holdem during sophomore year. The statistics, game theory and psychology aspects make the game so attractive.