Yiyang Huang

About

I am a quantitative engineer with strong academic background in Financial Technology and hands-on experience in building trading surveillance systems, algorithmic trading strategies, and data pipelines.

Skills

• Programming: Python, C++, SQL
• Quantitative Finance: Portfolio Construction, Options, Risk Management
• Data Engineering: ETL, Big Data Systems, Cloud Deployment
• Tools: Git, Linux, Docker, Flask, Pandas, Plotly

Projects

• Trading Strategies: Developed and backtested quantitative alpha signals on WorldQuant BRAIN platform.
• Surveillance System: Built Python/SQL scripts for Shenzhen Stock Exchange trading monitoring.
• Kaggle Competitions: Participated in Jane Street real-time market prediction and commodity forecasting challenges.
• Case Study: Systematic Price-Only Equity Selection — An interactive research deck covering price-only equity selection, feature engineering, LSTM ranking, backtesting, and portfolio construction.
• Case Study: Trading Operations & Equity Swap — A role-specific case study for hedge fund trading operations, covering daily workflow, trade lifecycle, equity swap structure, corporate actions, valuation, reconciliation, exception handling, and operational principles.
• Case Study: Quantitative Research Framework: Technical Signals & Chemical Industry Mapping — A case study covering Chan Theory and Elliott Wave quantification, trading signal generation, chemical industry chain mapping, prosperity assessment, and LLM-assisted research infrastructure.

Contact

Email: yiyanghuang350@gmail.com

GitHub: github_huangyiyang

LinkedIn: linkedin_huangyiyang