Data Analysis

Ao Teng

**-** **** *** ******, NY ***** 865-***-**** **.****.*****@*****.***

QUALIFICATIONS

Ph.D. in Physics & Level II CFA Candidate & Prior internship experience working with PM

Good knowledge of algorithms, data structures, principles of OOD, time series, and regression

Experience with C++, Java (learning), Python, R, Matlab, Excel/VBA, and SQL

Quick learner and problem solver, with strong communication, organizational and presentation skills

Highly motivated self-starter with minimal supervision & Effective team player

Legally authorized to work in the United States & Geographically flexible

EDUCATION

Ph.D in Physics, University of Tennessee & Oak Ridge National Laboratory, USA 2008 - 2014

B.S. in Applied Physics, Nanjing University of Aeronautics and Astronautics, China 2004 - 2008

EXPERIENCE

Alcioun Capital LLC New York, NY

Junior Analyst Apr. 2015 - Present

High Frequency Data Analysis

TAQ data clean-up

Autocorrelation of market price to market price return of each quote for each stock

Autocorrelation of trade to trade return of each trade for each stock

Data sampling by each minute

Time series and correlation matrix for selected stocks

Multi-factor Model for Daily Stock Returns

Day to day returns of selected stocks

Sorting stocks by capitalization factor

Time series for each stock

Cross sectional regressions using factor loadings

Junior Analyst Intern Oct. 2014 - Mar. 2015

Backtested trading strategies on S&P 500 ETFs (SPY, SDS, SSO, SH)

Trade list with information on ticker, trade, entry, exit, profit, shares, Cum.profit, profit/bar, MAE/MFE

(SPY, SH), (SDS, SSO) trading strategies using entry/close & exit/close ratios of ^GSPC

Developed and calibrated models for SPY Index Options Pricing

Reviewing CRR/Edgeworth binomial tree models, trinomial/implied trinomial tree models

Skewness and kurtosis of the SPY daily return distribution

Performed correlation and VaR analysis for selected stock portfolio

Rank correlation analysis

Bootstrapping VaR

ACHIEVEMENT

Honors: Wayne B. Nottingham Prize Contestant (2014) & Birkhoff Physics Fellowship (2013)

Publications: Physical Review B, 90, 115416 (2014) & New Journal of Physics, 16, 065014 (2014)

Affiliations: Connecticut Hedge Fund Association & American Physical Society, Session Chair (2014)

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