Yue Yu
About Yue Yu
Yue Yu is a Sub Portfolio Manager at GSA Capital, with a background in quantitative analysis and research. He holds advanced degrees in Statistics and Mathematics and possesses expertise in statistical arbitrage and programming.
Current Role at GSA Capital
Yue Yu serves as a Sub-Portfolio Manager at GSA Capital, a position held since 2022. In this role, he is responsible for managing specific investment strategies and contributing to the overall portfolio management process. His work involves analyzing market trends and making data-driven decisions to optimize investment performance. GSA Capital is known for its focus on quantitative trading and investment strategies.
Previous Experience at TradeLink
Prior to joining GSA Capital, Yue Yu worked at TradeLink as a Quantitative Analyst from 2012 to 2017. During his five years in this role, he developed quantitative models and strategies to enhance trading performance. His experience at TradeLink provided him with a strong foundation in quantitative analysis and financial modeling.
Education and Academic Background
Yue Yu has an extensive academic background in statistics and mathematics. He earned a Ph.D. in Statistics from the University of Illinois at Chicago, completing his studies from 2009 to 2012. Prior to that, he obtained a Master’s degree in Statistics from the same institution between 2007 and 2009. He also holds a Bachelor’s degree in Mathematics from Fudan University, which he completed from 2003 to 2007.
Licenses and Certifications
Yue Yu holds FINRA Series 57 and Series 24 licenses, which demonstrate his proficiency in securities trading and supervision. These licenses are essential for professionals working in the financial services industry, particularly in roles that involve trading and managing investment portfolios.
Technical Skills and Expertise
Yue Yu possesses a strong skill set in quantitative analysis and programming. He is proficient in multiple programming languages, including C/C++, Python, R, Matlab, SAS, and SQL. His expertise also includes statistical arbitrage and dimension reduction techniques, which are crucial for analyzing financial data and developing trading strategies. Additionally, he is experienced in working with both Linux/Unix and Windows operating systems.