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 (35)
gymnasium9
q-learning9
bit8
reinforcement-learning8
toolbox8
machine-learning7
deep-learning7
actor-critic7
8-bit6
deep-reinforcement-learning6
mujoco6
starcraft6
python6
ddpg5
rlhf5
Programming languages (3)
Github contributions (5)
BangYou01/HDDPG-HER-RND
May 2019 - Jun 2019
Hierachichal DDPG + Hindsight Experience Replay + Random Network Distillation
Contributions:11 commits in 1 month
hindsight-experience-replaydistillationreplayddpgrandom-network-distillation
YangRui2015/Modular_HER
Sep 2020 - Nov 2020
Contributions:30 commits, 9 pushes, 1 branch in 1 month
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