Summary
Shenyuan Wu is a research-focused quantitative analyst and M.S. Statistics candidate at Columbia University with eight years of hands-on experience building data-driven investment strategies and automating equity research workflows. He has applied factor modeling, portfolio optimization, regime detection, and robust backtesting to improve downside protection and deliver Sharpe-positive strategies across equities and commodities. At AI4Finance he developed FinRobot agents that produce professional-grade equity research and improved reproducibility by validating outputs with senior practitioners, bridging research and production use cases. His background includes operational forecasting using time series models, teaching statistics to undergraduates, and translating complex quantitative results into stakeholder-ready presentations. Comfortable across Python, R, MATLAB and Bloomberg Terminal, he combines academic rigor with practical, cross-functional collaboration to push AI-assisted financial research toward real-world deployment.
8 years of coding experience
Bachelor of Science Statistics, Bachelor of Science Statistics at Rice University
Master's Degree Statistics, Master's Degree Statistics at Columbia University Graduate School of Arts and Sciences
Master of Arts - MA Statistics, Master of Arts - MA Statistics at Columbia University