Yuxiao Wang
Quant Alpha Researcher @WorldQuant
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WORK HISTORY
Quant Alpha Researcher @WorldQuant
Engineered and 15+ high-quality alpha models using WorldQuant’s BRAIN platform, leveraging momentum, mean-reversion, and fundamental signals to drive statistically robust performance-Achieved model performance benchmarks (Sharpe > 1.5, Robustness score > 1.2) across diverse market regimes by applying rank, z-score, log, normalization, neutralization, delay, decay, and winsorization-Optimized signal construction using factor orthogonalization and validation against market, sector, and sub-industry benchmarks, enhancing cross-sectional performance and minimizing overfitting-Iteratively refined alphas based on simulation results, improving signal and reducing turnover
ABOUT YUXIAO WANG
I\'m a Master’s in Economics candidate at Purdue University with a strong foundation in…
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