Xinzhi Inez Yu
Class of 2027
Bio
"How to extract alpha from market noise? I combine deep learning with behavioral finance to uncover hidden signals."
I hold degrees in finance (Fudan) and statistics/CS (Berkeley). My quant edge comes from three strengths: building predictive AI models (28.9% annual returns), decoding market psychology in tick data, and processing billions of observations at top China/HK hedge funds.
I seek to join an innovative hedge fund where I can apply my dual expertise in quantitative modeling and market behavior. My approach identifies opportunities others miss by blending technical rigor with trading intuition.
What sets me apart is my ability to translate complex data into actionable insights while understanding the human factors driving markets. I bridge the gap between models and real-world trading dynamics.
I'd welcome the chance to discuss how I can contribute to your team.
Fun Fact: I approach markets like a tea ceremony - both require detecting subtle patterns in chaos. (Though volatility models prove more predictable than the perfect brew!)