Da (Daniel) Si Email & Phone Number

Greater Milwaukee Area

• Provided equity research on fundamental and technical indicators. Wrote Python script to analyze and predict price movement. Mined four decades of daily and quarterly data from a universe of 6000+ US stocks.
• Generated and back-tested (with Python) trading strategies, including short-term and long-term momentum and mean-reversion trading of US equities and indexes.
• Researched volume indicators as individual project, built and tested trading models based on market indicators.
• Cleaned and saved large size of stock data obtained from Thomson Reuters using MarketQA (query language) for further research.

Shanghai City, China

• Researched derivative trading volumes of North American, South America, Europe and Asia in the past five years and write the report: “Trends in the Volume of Global Derivatives Trading”.
• Reviewed applications of trading seats from futures companies and submit qualified applications to technology department.
• Participated in the 3-day market maker training program provided by the Chicago Board Options Exchange (CBOE).

Master Of Science (M.S.), Financial Mathematics, Gpa: 3.84/4.0

Activities and Societies: Co-Founder of Financial Mathematics Student BoardCoursework: Option Theory, Numerical Methods, Regression.

Bachelor Of Science (B.S.), Mathematics, Economics, Gpa: 3.75/4.0 (Total), 3.78/4.0 (Mathematics), 3.82/4.0 (Economics)

Activities and Societies: China Economic Forum; Dean’s Honor List (2010 fall, 2011 fall and 2012 spring); Nominated for Distinctive.