Summary
Chengran Yang is a factor researcher with eight years of quantitative experience applying machine learning to stock ranking, portfolio construction, and risk control across US and China markets. He helped build back-testing and risk systems that supported 500+ stock selections and contributed to a top-performing team that outperformed the CSI 300 by nearly 90% in 2023. Comfortable moving between research and engineering, he has led system upgrades for multi-strategy teams, implemented walk-forward backtests with IC and NDCG evaluation, and used feature-importance analysis to make model decisions interpretable. He has practical experience turning academic collaborations—such as sentiment-factor work with Shanghai Jiao Tong University—into measurable alpha improvements. Based in Chicago with an MS in Statistics from the University of Chicago and a BA in Mathematics from Cambridge, he combines rigorous quantitative training with hands-on trading-room decision-making. Colleagues describe him as a fast learner, collaborative teammate, and a detail-oriented practitioner who spots non-obvious factor correlations and restructures processes to squeeze incremental returns.
8 years of coding experience
2 years of employment as a software developer
All A*, All A* at Loughborough Grammar School
Master of Science - MS, Statistics, Master of Science - MS, Statistics at 美国芝加哥大学
Bachelor of Arts - BA, Mathematics, Bachelor of Arts - BA, Mathematics at 英国剑桥大学