Da Huo Email & Phone Number

I am a quantitative researcher at Arrowstreet Capital. Previously, I earned my M.Fin. (Financial Engineering) at MIT, and B.E. (Hons) Degree in Finance summa cum laude at Nankai University.I was endorsed with a strong quantitative aptitude and well-informed perspectives of finance. After serving as RA on Patent-related Asset Pricing researches for a year, I became the main participant of two projects granted by national-level research fundings with topics related to empirical asset pricing and portfolio choice theories.In addition, I used to work as a research intern at China Securities and Sequoia Capital China, where I performed data analysis and financial modeling with MATLAB, R, and Stata to facilitate macro-trading and asset allocation. Some works I contributed to were published in YiMagazine, gaining recognition by US Treasury Financial Attaché to China, and among those adopted insides the firm, I'm proud to see the KZ3F strategy increases overall portfolio CER by 7.4%.