Fangyu(Edward) Qu Email & Phone Number
@baml.com
LinkedIn matched
Who is Fangyu(Edward) Qu? Overview
A concise factual answer block for searchers comparing this professional profile.
Fangyu(Edward) Qu is listed as quant at Laurion Capital Management at Laurion Capital Management LP, based in New York, New York, United States. AeroLeads shows a work email signal at baml.com and a matched LinkedIn profile for Fangyu(Edward) Qu.
Fangyu(Edward) Qu previously worked as Quant at Laurion Capital Management Lp and Equity Quant at Bank Of America Merrill Lynch. Fangyu(Edward) Qu holds Master Of Arts (Ma), Mathematics Of Finance from Columbia University.
Email format at Laurion Capital Management LP
This section adds company-level context without repeating Fangyu(Edward) Qu's masked contact details.
AeroLeads found 1 current-domain work email signal for Fangyu(Edward) Qu. Compare company email patterns before reaching out.
About Fangyu(Edward) Qu
Fangyu(Edward) Qu is a quant at Laurion Capital Management at Laurion Capital Management LP. They possess expertise in r, matlab, python, c++, statistics and 11 more skills.
Listed skills include R, Matlab, Python, C++, and 12 others.
Fangyu(Edward) Qu's current company
Company context helps verify the profile and gives searchers a useful next step.
Fangyu(Edward) Qu work experience
A career timeline built from the work history available for this profile.
Equity Quant
Quant Research
Research Assistant
- Constructed a data processing tool by storing intraday options tick data in excel into C++ Map structure for model calibration
- Implemented an FFT pricing engine for various stochastic models (Heston, VGSA, VGSSD); derived optimal model using Nelder-Mead algorithm and grid search based on customized objective functions in C++
- Built and visualized implied volatility surface with Python (packages: pandas, matplotlib) for traders to analyze the market
Financial Engineering Analyst
- Implemented a CTA strategy (Matlab-based) by building Support Vector Machine Classifier to identify ‘profitable’ inflection points from CSI300 Index’s candlestick chart
- Back-tested and improved the strategy to obtain higher annualized return (15.6%) and lower max drawdown (4.8%); achieved 35% annualized return in real-time trading
- Collaborated with trading desk to research on variants of cubic spline method to fit the volatility skew and term structure of SSE 50 ETF options; visualized real-time data using VBA
- Traded Chinese SSE50 ETF Options with a book of 1 million CNY and executed an equity replacement strategy by constructing delta-one options spread trades with optimized Risk/Reward ratio
Financial Products Intern
- Cleaned and stored internal structured products’ daily data in MySQL database; calculated risk factors using R Language (packages: RDOBC, dplyr, quantmod) and provided daily analytical report to risk management team.
- Collected investment risk tolerance tests data from customers and constructed a database in MySQL, evaluated the results and provided feedback to the department to tailor specific portfolio for customers.
Fangyu(Edward) Qu education
Master Of Arts (Ma), Mathematics Of Finance
Bachelor Of Science (Bs), Applied Mathematics
Exchange Students, Investments
Education record
Frequently asked questions about Fangyu(Edward) Qu
Quick answers generated from the profile data available on this page.
What company does Fangyu(Edward) Qu work for?
Fangyu(Edward) Qu works for Laurion Capital Management LP.
What is Fangyu(Edward) Qu's role at Laurion Capital Management LP?
Fangyu(Edward) Qu is listed as quant at Laurion Capital Management at Laurion Capital Management LP.
What is Fangyu(Edward) Qu's email address?
AeroLeads has found 1 work email signal at @baml.com for Fangyu(Edward) Qu at Laurion Capital Management LP.
Where is Fangyu(Edward) Qu based?
Fangyu(Edward) Qu is based in New York, New York, United States while working with Laurion Capital Management LP.
What companies has Fangyu(Edward) Qu worked for?
Fangyu(Edward) Qu has worked for Laurion Capital Management Lp, Bank Of America Merrill Lynch, Capstone Investment Advisors, Dv Trading Llc, and Global Asset Management.
How can I contact Fangyu(Edward) Qu?
You can use AeroLeads to view verified contact signals for Fangyu(Edward) Qu at Laurion Capital Management LP, including work email, phone, and LinkedIn data when available.
What schools did Fangyu(Edward) Qu attend?
Fangyu(Edward) Qu holds Master Of Arts (Ma), Mathematics Of Finance from Columbia University.
What skills is Fangyu(Edward) Qu known for?
Fangyu(Edward) Qu is listed with skills including R, Matlab, Python, C++, Statistics, Data Analysis, Microsoft Office, and Data Mining.
Search by job title, company, industry, location, and seniority. Export verified B2B contact data when you need it.
Start free trial