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3K followers
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Yang He liked thisYang He liked thisIn a recent Slice of Citadel conversation at our Miami office, Mauricio Pochettino, head coach of the U.S. Men’s National Soccer Team, shared reflections on his journey in professional soccer, leadership and why building the right team requires far more than raw talent. We look forward to seeing Mauricio in action this summer as he leads the men’s team on the world stage. Watch the full conversation: https://bit.ly/40rf5z8
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Yang He liked thisYang He liked thisI wrote a thing. You can find it here as well - https://lnkd.in/eVtRVePa
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Yang He liked thisYang He liked thisMicrosoft 365 Copilot Chat helps you prep smarter to close the deal.AI Chat for Getting Work Done | Microsoft 365 Copilot ChatAI Chat for Getting Work Done | Microsoft 365 Copilot Chat
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Yang He liked thisYang He liked thisIn 2019, an Executive Director at Morgan Stanley approached me and very loudly asked, “Mark, why did you decide to have kids?” I wasn’t sure if she was trying to justify her decision not to or if she was genuinely curious. She caught me off guard, so I resorted to the standard, “It gives me purpose.” For some reason, last night this question came back to me and I actually gave it some thought. Here’s my real answer: Did you ever go to a pizza store, buy yourself some pizza, and just sit and eat it? Now compare that experience to doing the same thing, but this time you have a friend with you and you’re buying pizza for them as well. Which experience feels better? Ironically, even though you’re spending twice as much, the pizza experience is so much better when you’re buying for a friend. This isn’t just because you have company. It’s because you’re giving. You know that awesome warm feeling you get after doing a favor, like helping someone study for a test and then they crush it? That’s the feeling. When you have children, you experience that on steroids. You are putting another life before your own. I would give my life for any one of my children, and they know that. Being a loving parent is one of the most incredible experiences you can ever have, because it’s no longer just about you. You’ve opened up your life to give more value to another’s life, and that is an unreal feeling. I see so many negative posts from children who grew up in homes where their parents didn’t love them. I wanted to share one of my own. Being a parent is the single most rewarding thing in my life.
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Yang He liked thisYang He liked thisHow likely are you to land a job interview based solely on a specific company's name on your resume? Ryan Scott, ex-Airbnb, ex-Palantir, ex-Doordash (couldn’t resist) and I ranked over 50 of the most well-known companies based entirely on prestige over livestream. Before grabbing pitchforks, watch the stream (link in comments) to understand why we're exploring this taboo topic. Some odd takeaways: We ranked OpenAI to be THE top choice over even the FAANGs despite not knowing anything about their design practice. Our (ir)rationale were: 1) OpenAI designers are working on the most talked about and innovative product on the market. 2) They have an insanely high valuation. 3) Their designers are driving the HCI or HAI (human-AI-interaction) paradigm with every one of their designs, good or bad. 4) There is a demand for designers with experience building AI/LLM products and we argue that their experience in setting precedence is extraordinary. 5) Having ex-OpenAI on your resume opens more doors than any other company, including FAANGs. Not all FAANGS are created equal, with Amazon in C-tier despite their high comp. Slack, despite not having had any major design innovation in years, sits pretty at A-tier after having burnished their rep as the most well-designed messenger app for years. Nvidia somehow made B-tier simply due to their meteoric stock trajectory. If you work there, you must be rich and competent. Atlassian was upgraded significantly due to their recent hiring of design leader David Hoang. Same with Zillow and their hiring of Ha Phan. It seems that having a well known design leader who is also a content creator is enough to boost the prestige of a company’s design team by at least a letter grade. Zillow and Atlassian designers, please thank Ha and David profusely, your career prospects have brightened through no action of your own. We forgot(!) to rank Twitter vs X. But Musk has so thoroughly destroyed Twitter’s prestige amongst tech workers that while being ex-Twitter is still cool, being ex-X (lol) is now kind of bleh. HBO is a full 1-2 letter grade higher than every other non-Netflix streaming service. The HBO brand seems “cooler” and their content (S1-6 of GoT and THE WIRE) made all the difference. Venmo is a full grade higher than Paypal despite having a simpler interface and being owned by PayPal. Don't ask why. Companies working in fields notorious for poor user experiences like HR tools, healthcare, and banking are generally rated lower, unfairly, I might add. Chase and Capital One did significantly better than other finance firms due to their well-publicized design investments over the years. Chase's ex-CDO Kaaren Hanson’s podcast work has elevated Chase's design rep, which is ironic if not hypocritical considering Chase’s strict policy on lower ranking employees’ content creation endeavors. Wells Fargo was severely downgraded mostly due to their severe ethics scandals.
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Yang He liked thisYang He liked this🚀 I’m excited to share the latest episode: Volatility Arbitrage in a Stochastic Volatility World. 🔍 Key Takeaways: Integrated Variance Estimation: Use a generalized volatility estimator to accurately estimate integrated variance in stochastic models. Instantaneous Implied Volatility: Estimate this using short-dated ATM volatility or the price of a short-dated log contract. Log Contract Advantages: A log contract offers constant Cash Gamma up to discounting and is Vanna-neutral, which helps in effectively capturing Gamma P&L. 🔗 GitHub Repository with Code Examples: https://lnkd.in/e5mcu9dq Explore practical implementations and code samples on my GitHub Repository. 💬 Join the Conversation: Share your insights on volatility arbitrage within a stochastic volatility framework and your answers to the questions posed in the slides. 📚 Series Overview: 1. Introduction to the Black-Scholes Model https://lnkd.in/et8yKQ8Z 2. Option Greeks and P&L Analysis https://lnkd.in/ehd5mUFv 3. Volatility Estimation in the Black-Scholes World https://lnkd.in/eRsp7-Vh 4. Volatility Arbitrage Strategy in the Black-Scholes World https://lnkd.in/e5bUqKyC 5. Introduction to Stochastic Volatility Models https://lnkd.in/eUdmE9gF 6. Options Trading in a Stochastic Volatility World https://lnkd.in/eNNDEKVZ 7. Volatility Arbitrage in a Stochastic Volatility World https://lnkd.in/e65-Z3CM 8. Skewness Arbitrage in a Stochastic Volatility World https://lnkd.in/e7Hm7fFM #quant #trading #marketmaking #finance #volatility
Experience & Education
Licenses & Certifications
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Deep Learning Specialization
Coursera Course Certificates
Volunteer Experience
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Volunteer for the 100 anniversary of School of Economics
Peking University
- 1 month
Social Services
• Responsible for receiving the guests attending the anniversary.
• Led a team of five members to support the activities, helped to coordinate the volunteers and arrange the conferences. -
Volunteer for Student Enrollment Office
Peking University
- 1 month
Education
• Managed student enrollment and provided academic counseling for the students
Courses
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Advanced Mathematics
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Algorithm and Data Structures
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Applied Time Series Analysis
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C++ Programming Language
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Cognitive Psychology
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Consumer Behavior
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Derivatives Securities Part I & II
NBA 6730 & 6740
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Experimental Psychology
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Financial Derivatives
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Financial Engineering with Stochastic Calculus I
ORIE 5600
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Financial Risk Management
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Fixed Income &Interest Rate Derivative
NBA 5550
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Functional Anatomy of Central Nervous System
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Investment & Portfolio Management
NBA 5420
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Linear Algebra
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Machine Learning for Data Science
CS 4786
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Macroeconomics
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Mathematical Analysis
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Matlab Programming in Financial Engineering
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Microeconomics
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Monte Carlo Methods in Financial Engineering
ORIE 5582
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Monte Carlo Simulation
ORIE 5581
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Optimization I
ORIE 5300
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Optimization Modelling in Finance
ORIE 5370
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Organizational Psychology
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Principles of Financial Economics
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Probability Theory and Statistics
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Psychological Assessment
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Quantitive Method of Risk Management
ORIE 5650
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Statistics for Financial Engineering
ORIE 5370
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Stochastic Processes
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Theory of Dynamic Optimization
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Projects
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VAR Model on the Relationship between Stock and Real Estate Market
• Established a VAR model to describe the relationship between stock and real estate market and studied the model using impulse response functions and variance decomposition
• Built a SVAR model based on previous research and estimated the parameters using EViews
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Portfolio Optimization and Option Trading Strategies
• Constructed optimal portfolio using Mean -Variance theory based on the stocks pitched by fundamental analysis
• Design a GUI to implement option trading strategies using MATLAB
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Comparative Analysis of VaR Computing Methods——An Empirical Study on the Shanghai Shenzhen 300 Index
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• Undergraduate Thesis, Supervised by Prof. Suiqi Lv
• Conducted an empirical research on the risk of Chinese stock index using VaR modelsls
• Computed VaR with historical simulation, monte carlo simulation and variance - covariance method and the Extreme Value Theory using Matlab
Honors & Awards
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Tianxiang Scholarship (top 10%)
Peking University
Founded by the TX Investment Consulting Company, given to the outstanding students in the Department of Finance, School of Economics.
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Tianxiang Scholarship (top 10%)
Peking University
Founded by the TX Investment Consulting Company, given to the outstanding students in the Department of Finance, School of Economics.
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Academic Excellence Award of Peking University (top 10%)
Peking University
Given by the Peking University to those who get good grades in their majors.
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Mitsubishi Corporation International Scholarship (top 5%)
Peking University
Founded by the Mitsubishi Corporation and award top students at School of Economics every year.
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Robin Li Scholarship (top 5%)
Peking University
Founded by the President of Baidu Inc- Robin Li, honor those who do well in their study.
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Freshman Scholarship (top 5%)
Peking University
Founded by Peking University. Award the freshmen with excellent grades in the College Entrance Examination in China.
Test Scores
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TOEFL
Score: 109
Reading: 29 Writing: 29 Listening: 29 Speaking: 22
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GRE
Score: 332
Verbal: 159 Quantitative: 170 AW:3.0
Languages
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English
Full professional proficiency
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Chinese
Native or bilingual proficiency
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