Kuan Yang

Kuan Yang

Postgraduate in Mathematical and Computational Finance @ Oxford

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Intro

Kuan is currently Quantitative Trader at DV Trading LLC, running market making strategies on energy commodities. Prior to that, he was a Quant Research Intern on Global Systematic Trading Desk at Schonfeld, with focus on interest rate derivatives.

Kuan received MSc degree in Mathematical and Computational Finance from University of Oxford and BSc in Mathematics from Lanzhou University. He was brought up in Wujin, China.

Kuan has interests in stochastic control and optimization. He has solid basis in stochastic process, dynamical systems (PDE), probability and calculus. He is coding in C++, KDB/Q, Python. He’s also familiar with Linux/UNIX, LaTeX, Markdown, HTML.

Grants

  1. Hui-Chun Chin and Tsung-Dao Lee Chinese Undergraduate Research Endowment, Study on stochastic and machine-learning modelling for application in physics, (PI, No. LZU-JZHJJ2239, Value: CNY 35,000 = GBP 4,000)
  2. Key Program in Education Reform of Gansu Province, Sub-project: Statistical learning methods and rough path theory in classfication and clustering, (PI, No. LZU-JWC-0025, Value: CNY 8,000 = GBP 1,000 with further sponsorship)
  3. Cuiying Foundation of Lanzhou University, Numerical Simulation for Device Physics, (PI, No. CSIP-PHY-001, Value: CNY 8,000 = GBP 1,000)
  4. Optimisation of Massive Coupling Parrel Computing, (Participant)

Awards & Scholarship

  1. Chun-Tsung Scholar
  2. National Scholarship
  3. National Second Prize in Contemporary Undergraduate Mathemtical Contest in Modelling, submitted paper in Chinese
  4. China Scholarship Council Excellent Undergraduate Study Abroad Scholarship, MOE (Value: CNY 80,000 = GBP 10,000)
  5. China-Top Notch Undergraduate Training Program - Study Abroad Scholarship, Lanzhou University (Value: CNY 120,000 = GBP 15,000)

Publications

  1. Anatomy of high-uniform unidirectional volatile switching behavior in SiO2/TiO2-based selection device, Materials Today Advances, 100197 (2022), L. Fu, K. Yang, X. Gao et al (Responsible for modelling and simulation)
  2. Anatomy of Resistive Switching Behavior in Titanium Oxide Based RRAM Device, Materials Science in Semiconductor Processing, 106492 (2022), K. Yang, L. Fu, J. Chen et al (Deriving models and numerical implementations)

Conference Presentations

Industrial Collaborations

  1. Correlation Analysis for Energy Futures Market. This work starts from basic non-arbitrage theory, but further compromises ideas from game theory. Background, Scripts
  2. Stochastic Modelling for Crypto Market. This framework is inspired by the current poor performance of StatsML model. We use a Cox model and this could be easily extended to a Market Making Strategy through control theory.
  3. Signature Method. This is a variant of StatsML method. It uses signature as a feature for prediction. This achieves better efficiency and precision under several occasions. Further on projects page. Some projects / details are confidential and cannot be displayed.