What does being a high school football quarterback have in common with quantitative trading? Both reward being able to maintain poise when making high pressure, split-second decisions and controlled aggression in strategically chosen circumstances. My background in fundamental and quantitative political analysis has drawn me to systematic trading and the messy, high-stakes problems where data meets risk and uncertainty. Through my work at Teng Yue Partners, I led the firm's quantitative political analysis and built predictive frameworks for elections across the globe to inform macro-sensitive portfolio decisions. During the 2024 presidential election cycle, I identified a flawed assumption in the methodology of the traditional "gold standard" Iowa poll, allowing us to forecast an outcome that dissented from the market—and proved correct. I pair a foundation in mathematics and statistics from the University of Chicago with hands-on experience in pricing options in C++, backtesting trading signals, and building DCF models in equity research. I consistently think in probabilistic terms and stay calm and focused under pressure—habits sharpened by poker, competition math, and quarterbacking. I'm pursuing CMU's MSCF to turn my experiences and perspective into day-one impact on a trading desk. Let's connect virtually to discuss how I can contribute to your team.
