Rui Yang
Quantitative Researcher
New York, New York, United States
Summary
🤩
Rockstar🎓
Top SchoolRui Yang is a quantitative researcher based in New York with seven years of experience building statistical arbitrage strategies at top hedge funds including Millennium and Verition. He combines a Ph.D. in Industrial Engineering and an M.S. in Statistics with hands-on trading desk experience from Credit Suisse and Nomura to turn rigorous statistical models into production trading systems. Rui’s career spans rates and macro systematic strategies as well as automated equity/ETF trading, reflecting a rare mix of research depth and practical execution. Known for a “do less and do better” approach, he favors focused, high-quality solutions that scale in live markets.
7 years of coding experience
10 years of employment as a software developer
Bachelor of Science, Applied Mathematics, Bachelor of Science, Applied Mathematics at Peking UniversityDoctor of Philosophy (Ph.D.), Industrial Engineering, Doctor of Philosophy (Ph.D.), Industrial Engineering at University of Illinois Urbana-Champaign
Github Skills (37)
toolbox9
ddpg9
reinforcement-learning8
20488
algorithms8
imitation-learning8
py7
sac7
tensorflow7
rlhf7
data-corruption7
foundation-models6
paper6
machine-learning6
starcraft6
Programming languages (3)
Github contributions (5)
YangRui2015/Model-basedHER
Oct 2020 - Jun 2022
Model-based Hindsight Experience Replay
Contributions:9 commits, 4 pushes in 1 year 7 months
YangRui2015/Modular_HER
Sep 2020 - Nov 2020
Modular-HER is revised from OpenAI baselines and supports many improvements for Hindsight Experience Replay as modules.
Contributions:30 commits, 9 pushes, 1 branch in 1 month
openaireinforcement-learninghindsight-experience-replayddpgsac
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