Zhijiang Yang received a master's degree in applied Mathematics from the Chinese University of Hong Kong, Shenzhen. He is familiar with probability theory, partial differentiation and other mathematical knowledge and related programming languages, including Python, C++, Matlab and R. He developed his interest in quantitative trading during his internship, in which he realized the interperiod and cross-variety arbitrage strategy of commodity futures with linear regression and Calman filter. He also hopes to learn more about algorithmic trading in the future. He hopes to become a quantitative trader in the future through his master's degree.