I'm a Quantitative Trader at ACR Capital Research, a hedge fund in New York. I focus primarily on intra-day statistical arbitrage strategies in futures and equity markets. I became proficient in machine learning, large scale data analysis, and mathematical modeling having used these methods in both quantitative trading and scientific research endeavors.
I completed my Master's degree in Information and Data Science (MIDS) at UC Berkeley in May 2016. Prior to my professional career, I graduated from Carnegie Mellon University with degrees in Computational Finance and Statistics.
Once a member of the China Rhythmic Gymnastics National Team, I enjoy various types of dance and practice forms including ballet, Chinese folk, tango, and yoga. I also love traveling, scuba diving, skiing, and playing piano in my spare time.