Sichao Wang Receives Degree from Georgia Tech
Sichao Wang of Tianjin, China, has earned a Master of Science in Quantitative & Computational Finance from the Georgia Institute of Technology in Atlanta. Wang was among approximately 3,200 underg...
January, 30 2017 - Verified by Georgia Institute of Technology
Quantitative Researcher Intern at Cedar Capital
Researched alpha trading strategies on the China A share stock market by using fundamental and sentiment data; improved Cedar’s current back-testing and research platform’s frame work and efficiency (python)
Designed four independent alpha strategies with high Sharpe Ratios and low MDD in both in and out sample, two of which are currently traded in the real market (20 million Yuan with 2.3% and 1.4% excess return in 6 weeks)
Built a return attribution model based on Barra model, final product was accepted in Cedar’s daily risk management
May 2016 - Present
