Yahui Li Email & Phone Number
@gs.com
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Who is Yahui Li? Overview
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Yahui Li is listed as Quant Strats at Goldman Sachs | Columbia MSFE Alumnus | CUHK(SZ) Alumnus based in Hong Kong Sar, Hong Kong. AeroLeads shows a work email signal at gs.com and a matched LinkedIn profile for Yahui Li.
Yahui Li previously worked as Engineering Summer Analyst at 高盛 and Quantitative Strategy Intern at Zads Fund. Yahui Li holds Master Of Science - Ms, Financial Engineering from Columbia University In The City Of New York.
Email format at gs.com
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About Yahui Li
M.S. in Financial Engineering from Columbia University and B.S. in Financial Statistics from The Chinese University of Hong Kong, Shenzhen. Familiar with quantitative investment, option pricing models, Python programming, machine learning and statistical techniques. Genuinely interested in quantitative trading strategies, with research experience in options (especially implied volatility arbitrage), market timing strategy and etc.Open to opportunities in quantitative modeling, quantitative investment and option trading
Yahui Li work experience
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Quantitative Strategy Intern
- Implemented 2 quantitative strategies into the back-test system of the company. Performed back-test based on the data in the past 1.5 years- Revised an option trading strategy regarding reverse trending between implied volatility and price of underlying asset in Python. Increased annualized return from 8.53% to 15.14% by adding trading constraints for sake of risk control- Researched the SABR model thoroughly.Introduced different calibration methods into an SABR arbitrage strategy in Python. Achieved annualized return of 13.78%
Quant & Fixed Income Investment Department Intern
- Crawled data from asset valuation sheet of the previous day using VBA. Estimated current net asset value according to transaction records and current positions, providing precise and timely data support for strategic decisions- Conducted the study of multi-factor stock selection in VBA and R. Performed quantamental analysis using data in the past 3 years. Proposed an innovative way by filtering stocks with abnormal return through statistical measures and identified 5 effective factors
Quantitative Research Department Project Program
- Researched strategic asset allocation from the perspective of technical and macroeconomic. Revised the strategy proposed by mentor in R- Conducted further analysis based on the reproduced model, including taking the hysteretic nature of macroeconomic data into consideration. Optimized the strategy with average excess monthly return of 3.4%
Yahui Li education
Master Of Science - Ms, Financial Engineering
Bachelor Of Science - Bs, Statistics
Visiting Program, Berkeley Global Access Visiting Program
Frequently asked questions about Yahui Li
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What is Yahui Li's role at their current company?
Yahui Li is listed as Quant Strats at Goldman Sachs | Columbia MSFE Alumnus | CUHK(SZ) Alumnus.
What is Yahui Li's email address?
AeroLeads has found 1 work email signal at @gs.com for Yahui Li.
Where is Yahui Li based?
Yahui Li is based in Hong Kong Sar, Hong Kong.
What companies has Yahui Li worked for?
Yahui Li has worked for 高盛, Zads Fund, Dajiang Hongliu Asset Management Co., Ltd., and Haitong Securities Asset Management Co., Ltd..
How can I contact Yahui Li?
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What schools did Yahui Li attend?
Yahui Li holds Master Of Science - Ms, Financial Engineering from Columbia University In The City Of New York.
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