Letian Wang
Quant at Prop Firm
New York, New York, United States
Summary
🤩
Rockstar🎓
Top SchoolLetian Wang is a quantitative researcher and algo developer with 11 years of experience building and trading options and futures strategies across market-making, relative value, and high-/mid-frequency trading firms. He combines a PhD-level background in management science and computational mathematics with hands-on expertise in deep learning and time-series modeling, evidenced by contributions to a QuantResearch repo implementing RNNs and TensorFlow workflows for financial data. Having driven research and execution at SIG, Chicago Trading Company, and several prop shops, he blends rigorous statistical modeling with production trading instincts. Based in New York, he is equally comfortable developing neural-network-driven signals and optimizing low-latency futures execution, and he often bridges research prototypes into live trading environments. A less obvious strength is his track record across both sell-side and prop trading cultures, giving him a rare perspective on risk-aware strategy design and implementation.
11 years of coding experience
4 years of employment as a software developer
BS MS Computational Mathematics, BS MS Computational Mathematics at Nanjing UniversityPh.D Management Science, Ph.D Management Science at McGill University
Github Skills (7)
neural-network10
machine-learning10
time-series10
deep-learning10
tensorflow10
python10
data-analysis10
Programming languages (4)
Github contributions (5)
letianzj/QuantResearch
Jun 2020 - Jul 2022
Quantitative analysis, strategies and backtests
Role in this project:
ML Engineer
ML EngineerContributions:1 review, 119 commits, 2 PRs in 2 years 1 month
Contributions summary:Letian primarily focuses on deep learning and time series analysis within a quantitative research project, as evidenced by the implementation of deep learning models for the MNIST dataset and the analysis of financial time series data. Their contributions include importing data from external sources, constructing and training various neural network architectures including a two-layer feedforward network and recurrent neural networks (RNNs). The user is familiar with TensorFlow and TF-Agents for model training and evaluation.
pythonquantitative-analysisbacktesting-trading-strategiesfinancial-analysisasset-allocation
letianzj/letianzj.github.io
Jun 2020 - Sep 2020
Contributions:47 commits, 49 pushes, 1 branch in 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.