MEng Concentration: Financial Engineering
Anticipated Graduation Date: December 2016
Areas of Interest: Sales & Trading, Quantitative Research, Portfolio Management
Siyuan Huang received his bachelor’s degree in Mathematics with minor in Economics from Baruch College, City University of New York.
During the summer of 2016, Siyuan interned in the Quantitative Trading team at Hartree Partners, a hedge find in New York City. There, he developed trend following strategies in Python for commodity futures, and utilized reversed Stochastic Oscillator signals with Modified Inverse Fisher Transformation to trade sideways markets when trends were not significant based on trend indicators. In addition, he researched Deep Learning algorithms to enhance the performance of momentum trading strategy on commodity futures.
Prior to joining Cornell, Siyuan interned as a Quantitative Analyst at a propriety trading firm, Group One Trading. During his internship, he performed data cleaning and statistical analysis on trading data to discern patterns between option prices and volatility. He also analyzed historical quotes to discover latent transaction costs and developed strategies to prevent traders from sending inefficient quotes.
Upon graduation from the Financial Engineering program at Cornell, Siyuan is eager to pursue a career in algorithmic trading, quantitative research or portfolio management.