Yushan Li Email & Phone Number

Supply Chain & LogisticsSmart ManufacturingAgtech & Food

Beijing

• Develop quantitative CTA trading strategies (data preparation, model design, risk control, back test, parameter optimization, etc.)• Design and construct automated High Frequency Trading system on futures' market and optimize the trading strategy (price spread, position limit, trend response mechanism, trade frequency, stop loss, etc.)• Deploy trading strategies to the cloud server and manage automated High Frequency Trading system

Greater Chicago Area

• Analyze risk-return characteristics such as Sharpe ratio, skewness and kurtosis of both the buy-write strategy and passive index strategy based on different investment horizons through quantitative models implemented in R• Accomplish multiple regression analysis among return, volatility and skewness of SPX, RTY, BXM, BXR and VIX, and construct new buy-write investment strategies based on the results • Use machine learning methods such as KNN, LDA, SVM and random forest to deal with three markets (BXM, BXN, BXR) data, and conclude that the significant classification of the three markets is the driven force for the outperformance of BXM compared to BXR and BXN

Master Of Science - Ms, Financial Engineering

Bachelor Of Science - Bs, Financial Mathematics