Two Sigma
Joseph Yang, Ph.D., has extensive experience in quantitative finance, currently serving as a Portfolio Manager at Two Sigma since December 2012, overseeing a team focused on derivatives algorithmic and statistical arbitrage strategies. Prior roles at Two Sigma include Lead Researcher in Statistical Forecaster Construction for high-frequency trading and Algorithmic Trader/Strategy Manager. Joseph previously led quantitative interest-rate strategies at Eladian Partners and was the key researcher for algorithmic intraday strategies at Goldman Sachs Asset Management, where significant improvements in strategy performance were achieved. Joseph holds a Ph.D. in Financial Engineering and an MA in Operations Research and Financial Engineering from Princeton University, as well as advanced degrees from Tsinghua University in Information Processing and Control Theory.
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Two Sigma
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Two Sigma Investments is a New York City-based hedge fund that uses a variety of technological methods, including artificial intelligence, machine learning, and distributed computing, for its trading strategies.