Fanghui Shao

Class of 2024

Bio

Fanghui Shao graduated from South China University of Technology with a major in Finance and a minor in Computer Science. Prior to joining MSCF, he was enrolled in the Mathematical Finance program at Boston University and learned there for one year. He interned as a Quantitative Researcher at Founder Securities, China. There he leveraged Python to help his team calculate the weights of stocks based on Volatility Allocation to manage the risk of the strategy. He also did a series of quantitative research projects, including Machine Learning Application, Exotic Option Pricing, Mean-Variance Model with Shrinkage Estimation and Volatility Index Construction, through which he gained a deep understanding of these areas. Fanghui joined MSCF to sharpen quantitative skills in statistics, programming and machine learning. After graduation, he desires to pursue a career in quantitative research or quantitative trading.