Aaron Yu
Fundamental Macro Strategy Associate, Multi-Asset & Hedge Fund Solutions
New York, New York, United States
Summary
👤
Senior🎓
Top SchoolAaron Yu is a macro strategy associate at AllianceBernstein who blends fundamental research and quantitative modeling to inform multi-asset and hedge fund portfolio decisions. A Wharton graduate with a master’s in data science from Penn Engineering, he builds and backtests high-Sharpe factor rotation models, leading indicators for business cycles, and NLP-driven earnings signals. With nine years of experience across Asia and the US, his background spans systematic factor timing, event-driven stress tests, and options/arbitrage strategies from prior internships. He routinely converts complex macro and positioning metrics into actionable discretionary trades and systematic signals. Notably, he combines hands-on engineering of databases and execution tools with frontier techniques—like in-house NLP—to extract forward-looking alpha. He is pursuing a career in investment management focused on alternative and macro-driven strategies.
9 years of coding experience
M.S. in Engineering, Data Science, M.S. in Engineering, Data Science at Penn EngineeringHigh School Diploma, High School Diploma at The Webb SchoolsB.S. in Economics, Finance, Statistics, B.S. in Economics, Finance, Statistics at The Wharton School
Chinese, Spanish, PortugueseProgramming languages (2)
Github contributions (5)
AaronYXZ/Leetcode_Java
Aug 2018 - Jun 2019
Contributions:385 commits, 302 pushes, 1 branch in 9 months
AaronYXZ/PyFullStack
Sep 2018 - Dec 2019
Contributions:71 pushes, 1 branch in 1 year 2 months
Find and Hire Top DevelopersWe’ve analyzed the programming source code of over 60 million software developers on GitHub and scored them by 50,000 skills. Sign-up on Prog,AI to search for software developers.