Xiyue Yan graduated from Wuhan University with a Bachelor’s degree in Economics, majoring in Financial Engineering. Before joining the MSCF program at Carnegie Mellon University, she gained internship experience as a quantitative researcher, applying modeling and programming to solve practical financial problems. At Shanghai Lien Capital Management, she implemented an intraday futures strategy using option volatility metrics, achieving a 14.77% return in simulated live trading. At Guangfa Securities, she developed a composite alpha factor that delivered a 40% portfolio return and researched herding behavior in the A-share market to enhance stock selection. Earlier, at China Merchants Securities, she evaluated over 2,600 H-share companies for privatization potential and conducted cross-border fundamental analysis to identify high-potential investment opportunities.
In the MSCF program, she is further strengthening her quantitative, analytical, and programming skills to effectively apply computational tools in financial markets. After graduation, she aspires to pursue a career in quantitative research.
