Yuke Li Email & Phone Number

New York, United States

Shenzhen, Guangdong, China

1. Constructed momentum factors based on behavioral finance research, utilizing segmentation techniques such as time-series splits and amplitude-based groupings to identify momentum attributes in A-shares, excluding ST stocks2. Executed backtesting of daily frequency momentum factors from 2018 to 2023, specifically selecting factors with information coefficients (IC), and evaluated performance in terms of returns and turnover rates3. Conducted event studies, calculated absolute returns and abnormal returns during periods when events occurred, and used t-test to examine whether cumulative returns were significant

Shenzhen, Guangdong, China

1.Wrote code scripts to connect Wind database and company databases, downloaded stock and fund data, and automatically filled data into reports. The script processed 200 research reports, reducing manual filling time by 95%2.Downloaded historical data of convertible bonds, preprocessed data, leveraged a convertible bond pricing model to determine theoretical prices, and then used relative differences with actual prices to build a convertible bond factor

Shenzhen, Guangdong, China

1. Served as the Undergraduate Student Teaching Follow for the course Fundamentals of Finance, supervised over 200 undergraduate students in class, and collaborated with the teacher to identify students’ issues and recommend solutions.2. Graded assignments and organized 1 1-hour consultation per week to answer questions from students.

Master Of Science - Ms, Financial Engineering, Gpa: Pending, Currently In First Semester Of Program

Bachelor Of Science - Bs, Mathematics And Applied Mathematics (Financial Mathematics Stream), First Class Honors

High School Diploma