Members

Quant Research Team

Steven K Xu
Vice President of Quantitative Research
BS, Applied Physics, Concentration in Nuclear Engineering, NYU Tandon
Accomplishments:
● Developed framework to analyze effects of proxy advisory firms on corporate governance at the U.S. Securities & Exchange Commission
● Found a cyclical 3-month equipment failure pattern at II-VI Advanced Materials Group
● Determined viability of electrostatic control of iron-57 qubit – Bachelor’s Thesis in Physics

 

Yi Xu
Associate, Quant Research
Nankai University Math major
Accomplishments:
● Constructed multi-stock back-testing framework of factor model; Leveraged PCA to build neutralized pure factor combination; developed double moving average timing strategy.
● Built user hierarchy model based on RFM model, analyzed financial time series based on Hidden Markov Model and Kalman Filter, and accomplished momentum and fundamental factor model based on risk parity model.

 

Ziqi Yuan
Junior Research Associate, Quant Research
Bachelor of Economics, Huazhong University of Science and Technology

Accomplishments:
● Interned at Essence Securities Co. alpha mining and strategy construction for 8 months.
● Interned at Bank of China reviewing terms and documents of letters of credit for 2 months.

 

Yuchao Chen
Junior Research Associate, Quant Research
Master of Science in Financial Engineering (first year)

 

 

 

 

Zicheng (Hans) He
Junior Research Associate, Quant Research
Bachelor of Economics & BSc in Statistics, Sun Yat-Sen University
Accomplishments:
● Established Python-based back-testing framework to test single factor performance; Computed t-statistics for monthly returns and indicators for factor efficacy. Calculated exposure value of fundamental factors.
● Integrated high-frequency data of futures contracts; Simulated futures trading volume distribution with Poisson Process in Python; Constructed linear model for volume prediction based on correlation between weighted moving average sequence of trading volume.

 

Ziming Mao
Analyst, Quant Research

Accomplishments:
● Co-author, Thermo-mechanical analysis of multilayered composite beams published by Journal of Composite Materials

 

 

Data Science Team

Jose Francisco Rubio
Vice President, Data Science
Ph.D. in financial economics, University of New Orleans

Accomplishments:
● He has extensive experience in teaching financial security analysis, principles of finance, corporate finance, introduction to statistics
● Francisco has published several peered reviewed manuscripts in various journals. His research has focused on mutual funds and interest rates. Now, he is interested in data science and machine learning applications.

Yue (Vivian) Kang
Analyst, Data Science
BEng, Biomedical Engineering, Southeast University

Accomplishments:
● Analyzed sentiments in tweets by NLP and machine learning
● Conducted research on CTA strategies, designed a new formulaic alpha and backtested the model on SSE50
● Excavated features of typical events in Chinese stock markets and constructed event-driven strategies

 

Xinhao Zhu
Analyst, Data Science
Mathematics and Agricultural Economics double major, University of Maryland, College Park
Accomplishments:
● Used the dataset of the Dow Jones 30 Constituents daily log returns from 3/16/1987 to 2/3/2009 as the dataset; employed machine learning methods to implement a portfolio performance analysis.
● Assisted professor in making a viable business plan for a new agricultural incubator of University of Maryland (UMD). Led the team to finish the business plan.

 
Trading Team

Sachin Labhishetty
Vice President, Trading
MSc. Economics and B.E. Mechanical, BITS Pilani. (Hons.)
Accomplishments:
● Youngest member of a senior corporate team, responsible for conceptualization and execution of Nomura FinTech partnership program. (http://voyager.nomura.co.in/#home)
● Developed Process Automations at Nomura, resulting in potential post-production benefit of $24,000/year.
● Generated long & short ideas for William O’ Neil’s model portfolio based on CAN SLIM and proprietary O’ Neil strategies.

 

Yihua “Sarah” Guo
Associate, Trading
BA Mathematics and Statistics, minor in Japanese, University of Rochester(Highest Distinction)

Accomplishments:
● Ranked Top 1.2% in Monster Hunter: World

 

 

 

Dehao Wang 
Associate, Trading
Wuhan University, Math&Finance

Accomplishments:
● Covariance matrix estimation
● Various stock trading related factors and strategies
● Design of one specific ABS product

 

Corporate Finance Team

Siqi Fan
Vice President, Corporate Finance
BEc Financial Engineering, Southeast University

Accomplishments:
● Implemented robotic process automation (RPA) for customers, and provided customized development services using UiPath as a consultant intern at Deloitte.
● Conducted valuation, industry analysis, and due diligence operations on targeted clients in consumer finance industry as an investment banking intern at Citi Orient.

 

Yuantai Xie
Associate, Corporate Finance
BS, Mathematics, Syracuse University
Accomplishments:
● Working in BANK OF COMMUNICATIONS SCHRODER FUND MANAGEMENT CO., LTD and researching in option trade between CNPC and Goldman Sachs
● Working in Deloitte as an auditing intern and performing financial due diligence tests
● Working in Shanghai Data Exchange Corporation as an intern in the data group and conducting Least Squares regression analysis

 

Xi Liang
Associate, Corporate Finance
BS, Economics, China Foreign Affairs University

Accomplishments:
● Did a research on China’s commercial banks’ ability to serve entity economy
● Analyzed clients’ complaints to find out problems in the company’s financial products as an intern in Jingdong Finance

 

 

Shiyun “Mia” Li
Associate, Corporate Finance
BA in Economics and BS in Mathematics, Wuhan University

Accomplishments:
● Engaged in the management of Asia inventory and good in transit as finance intern in GE healthcare
● Reviewed and analyzed 2018 reports of 30 listed companies as intern in Changjiang Securities

 

Koda Song
Associate, Corporate Finance
BS Finance, minor in Computer Science, Wuhan University

Accomplishments:
● Conducted research for Midea Group, mainly focused on analyzing company’s operating and financial performance and pricing its stocks.
● Led a 6-person team to complete a research report for Top16 banks in China, ranked them from credit products’ aspect.

 

 

Boyan Han
Associate, Corporate Finance
BS, Finance, Nankai University

Accomplishments:
● Did well in analyzing feasibility and profitability of venture projects and providing corresponding project investment proposals
● Gained industrial working experience at China Securities and China Merchants Bank.

 

 

Yinuo Tan
Associate, Corporate Finance
BS Mathematics (minor in Economics); BSBA Finance at The Ohio State University

Accomplishments:
● Recommended financial products to potential clients as Investment Manager Assistant at China International Capital Corporation
● Worked as a lab grader in a 5-person team for multiple years.