About
I am Chenyang Fang, I am working as a Quantitative Trader at DRW on the FICC & Crypto Options desk.
My Background
I studied mainly Statistics, Finance, and EE in college. I love competititive games (CODM, CSGO, SC2, etc.), electric guitars (Fender, PRS), and cats!
Main Skills
My skills blend together Quantitative Modeling, Financial Economics, and Asset Classes - ranging from Machine Learning to Interest Rate Modeling - beyond a solid grasp of fundamental applied mathematics like calculus, matrix algebra, probability, differential equations, and basic numerical methods.
Investment & Trading
Quantitative Skills
Programming Skills
Resume
I have knowledge in multiple asset classes and trading strategies. My education keeps both quantitative trading and fundamental macro analysis abilities in check. I plan to work in a more quantitative role and later transition to a PM/Head of Trading role as I progress.
Summary
Chenyang Fang
Aspiring Quantitative Trader with skills in semisystematic trading with a focus on mid-frequency fixed-income options, macro vol, & stat arb.
- Apt. 04036, Philadelphia, PA
- (725) 244-1271
- cyfang@wharton.upenn.edu
Education
M.S. in Engineering - Electrical Engineering
2019 - 2021
University of Pennsylvania, Philadelphia, PA
Areas of Study: Signal Processing, Convex Optimization, Machine Learning, Control Theory, Dynamical Systems, Information Theory;
Finished the Master's requirement in Sophomore year at 19. Graduating in three and a half years with joint degrees.
B.S. in Economics - Statistics, Finance
2018 - 2021
University of Pennsylvania, Philadelphia, PA
Areas of Study: Bayesian Statistics, Data-Mining, Mathematical Statistics, Stochastic Processes, Corporate Finannce, Acccounting, Fixed Income Securities, Derivatives, Investment Management.
Professional Experience
Quantitative Trading Analyst Intern
2021 June - August
DRW Trading Group, Chicago, IL
- Semisystematic/Discretionary Fixed-Income Options Trading.
Macro Quantitative Analyst Intern
2020 March - June
Venrock Associates, New York, NY
- Worked under Venrock Healthcare Capital Partners (ex-Multi-manager HF background L/S Equity under Rockefeller’s VC);
- Performed research analysis on multiple academia’s and investment banks’ research studies on US COVID-19 evolution;
- Used compartmental SEIR models and machine learning techniques and accurately predicted the timing of the second wave.
Investment Management Analyst Intern
2019 May - July
Fosun International, Shanghai, CN
- Helped to pitch investment ideas on commercial real estate investment projects in regional emerging markets;
- Conducted on field research on investment ideas and calculated pricing using comparative measures.
Others
Machine Learning Researcher
2020 May - July
University of Pennsylvania, Philadelphia, PA
- Conducted research on Gaussian Mixture Models Variational Deep Embeddings.
Teaching Assistant
2019 - 2021
University of Pennsylvania, Philadelphia, PA
- STAT 471/571 Modern Data-Mining - Fall 2019 and Spring 2021;
- STAT 431 Statistical Inference - Fall 2019 and Fall 2020;
- CIS 519 Applied Machine Learning - Spring 2020.
Posts
Below find some of my research and posts
Programming
Familiar with Python and R OOP, have basic Matlab, C++, unix/linux, network programming, HPC skills
Data Science
Familiar with most data science packages on Python and R, can easily get hand on a machine learning project
Macro Analysis
Taken courses in Fixed-Income, Global Economies, International Financial Markets, Investment Management, and Monetary Economics
Presentation
Learned many helpful presentation and communication skills in the undergraduate business degree
Contact
Please use Wechat or email to contact me
Location:
3200 Chestnut Street, Philadelphia, PA 19104
Email:
cyfang@wharton.upenn.edu
Wechat:
Chenyang_Fang