New York, New York, United States
1K followers 500+ connections

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Experience & Education

  • YipitData

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Projects

  • MIT Sloan/Fidelity Joint Research Practicum

    • Reduced the standard error for estimating multiple asset returns from 3% to 1% by creating a new Monte Carlo simulation method, which could take time-varying input parameters and reconcile short- and long-term return expectations
    • Devised a regime-switching model that generated return and volatility predictions of three assets and backtested the model using data from 1993 to 2012

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  • MIT Sloan/BNY Mellon Joint Research Practicum

    • Constructed a multivariate regression model to measure the relationship between quarterly asset class returns and macroeconomic factors, leading to a new quantitative way in forming portfolios of macro factors
    • Simulated variance-covariance matrix of asset returns with unit exposure to macro risk factors in order to investigate portfolio risk exposure and to minimize idiosyncratic risks

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Honors & Awards

  • Intermediate Honor

    University of Virginia

    Awarded to top 20% students in College of Arts and Science in their third-year at UVA.

  • Team Second Prize in Accounting Case Competition

    Ernst&Young

Test Scores

  • GRE

    Score: 335/340; 4.5

    Verbal: 165/170 - top 5% of all test takers
    Quantitative: 170/170 - top 1% of all test takers
    Writing: 4.5/6 - top 20% of all test takers

Languages

  • English

    Full professional proficiency

  • Mandarin

    Native or bilingual proficiency

Organizations

  • Dream Corps International

    Publicity Chair; Chapter President; Volunteer Team Leader; Group Discussion Director

    - Present

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