Yang SONG
Beijing, Beijing, China
EDUCATION
- 2012 – 2015, PH.D. in Statistics @ HKUST.
- 2009 – 2012, Master in Probability and Mathematical Statistics @ PKU.
- 2005 – 2009, B..S. in Mathematics and Applied Mathematics @ PKU.
PRESENT, Algorithmic Trading & Market Efficiency Establishing and evaluating statistical arbitrage models, High frequency trading strategies, Universal portfolios optimization.
2015, Tick Data Back Test Package.
2014, Case Control & Model Selection.
2013, Treatment Effect, Health Risk and the Sharpe Ratio.
2013, Maximum Likelihood Estimation for Modulated Renewal Process Models Using B-Splines.
2012, Enzyme Kinetics in Cyclic Conformational Modification.
2011, 5-year Total Available Market (TAM) prediction model for PC shipments in Greater China.
WORK EXPERIENCE
- MAY 2015 – JUNE 2015, Nine Masts Capitals, Consultant on portfolio management.
- JULY 2014 – AUGUST 2014, Haitong International Securities, Intern in Equity Derivatives Department.
- APRIL 2011 – OCTOBER 2011, Intel Corporation, Intern in Operation Marketing & Research Team.
- JULY 2009 – JUNE 2012, Beijing New Oriental Education & Tech. Group, Part time instructor.