Summary
Haoran Ouyang is an emerging quantitative researcher and incoming Quantitative Research Summer Associate at Morgan Stanley, currently pursuing an M.S. in Mathematics in Finance at NYU Courant after graduating top of his class with dual degrees in Mathematics and Finance. He has 11 years of experience building production-style research infrastructure, including modular event-driven backtests, multi-source data ingestion, and end-to-end PnL analytics, and has developed deep-learning alpha strategies (GRU/LSTM/MLP) for index enhancement and stock selection. Haoran maintains a large-scale factor library (120+ alphas) spanning macro, fundamentals, derivatives and tick-level microstructure signals, and has accelerated high-frequency research with multiprocessing on order-book and tick data. He also integrates alternative data—such as supply-chain transaction matrices—to model shock propagation, reflecting a systems-level approach to signal design. Practical, research-driven, and curious, he combines strong academic pedigree with hands-on implementation experience across asset managers and proprietary shops.
11 years of coding experience
Bachelor's degree Dual B.S. Degrees in Mathematics and Finance (Selective Pilot Program), Bachelor's degree Dual B.S. Degrees in Mathematics and Finance (Selective Pilot Program) at Renmin University of China
Master of Science - MS Mathematics in Finance, Master of Science - MS Mathematics in Finance at NYU Courant Institute School of Mathematics, Computing, and Data Science
International Visiting Student Program (One-Semester Exchange), International Visiting Student Program (One-Semester Exchange) at University of Pennsylvania
Chinese, English