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David Zhao
Ph.D. Candidate at Carnegie Mellon University
The David Zhao who was a Quantitative Trading Intern at Tower Research Capital is associated with the following profile:
Name: David Zhao
Location: New York, New York, United States
Experience:
- Quantitative Researcher Two Sigma September 2023 - Present
- Quantitative Research Intern Two Sigma May 2022 - August 2022
- Quantitative Trading Intern
Tower Research Capital
January 2020 - June 2020
- Developed technical indicators for predicting 30 min and close-to-close single stock returns.
- Incorporated order book history, Barra factors, GICS, and short interest information.
- Combined indicators into a tradable model using tree boosting methods (e.g., CatBoost, LightGBM).1
Education:
- Carnegie Mellon University
Other Relevant Experience:
- Derivatives Trader at Optiver
- Research Analyst at AQR Capital Management
- Trading Intern at Jane Street
- Research Assistant at National Bureau of Economic Research
- Course Assistant at Harvard University
This David Zhao has a strong background in quantitative research and trading, with significant experience in various financial institutions and research roles.
Highlights
Jan 1 · msfinance.uzh.ch
First Employers after graduation | Master of Science UZH ETH in ...
Jan 1 · thomabravo.com
Investment Team - Thoma Bravo
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Location
Pittsburgh, Pennsylvania
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