Carnegie Mellon University

Chunxiu Yan

Chunxiu Candice Yan

Class of 2018

Bio

Chunxiu (Candice) Yan graduated from Nanjing University with a Bachelor of Economics degree in finance in 2016. While pursing excellence in her department, Chunxiu found strong passion in quantitative finance from her interdisciplinary study of mathematics, statistics and computer programming. Last summer, Chunxiu interned at an asset management company in Shanghai, working with senior quantitative traders and researchers to come up with high-frequency commodity futures trading strategies utilizing Order Flow Imbalance Theory. Also, she developed a multi-factor model to select stocks using PCA and factor-scoring method to generate excess return, which gave her a deep insight of quantitative portfolio construction. Chunxiu hopes to further enhance her hands-on quantitative skills to help her pursue a career in trading, quant research or risk management.