Quant Researcher in Equity E-Trading
New York, New York
VP in Trading Research @ AQR Capital Management Summer Associate in Quantitative Research @ J.P. Morgan QRA Group From May 2012 to August 2012 (4 months) Greater New York City AreaVice President in Linear Quantitative Research E-Trading Group @ J.P. Morgan Quantitative Researcher in LQR E-Trading Group:· Electronic Trading Algorithm research and implementation· Develop new signals for...
VP in Trading Research @ AQR Capital Management Summer Associate in Quantitative Research @ J.P. Morgan QRA Group From May 2012 to August 2012 (4 months) Greater New York City AreaVice President in Linear Quantitative Research E-Trading Group @ J.P. Morgan Quantitative Researcher in LQR E-Trading Group:· Electronic Trading Algorithm research and implementation· Develop new signals for E-Trading Algorithms· Machine learning enhanced Delta One Investable Indices trading · Convertible Bond Modeling From September 2012 to October 2018 (6 years 2 months) Greater New York City AreaResearch Assistant @ University of Minnesota • Develop an algorithm of Nonparametric Image Registration using Local Linear Kernel Smoothing: Estimate the location transformation between two images based on the observed image intensities, without imposing any parametric assumption. The algorithm includes edge detection, point classification and transformation optimization, implemented in C++ and asymptotic convergence proved• Study Object Recognition and Image Classification based on feature extraction, thin plate spline interpolation, automatic parameter selection, boosting classification and statistical incremental learning technique, implemented in C++ with multi-thread programming in POSIX model• Estimate the parameters in a “displaced gamma” distribution for modeling mutational effects for Arabidopsis thaliana, using Markov chain Monte Carlo maximum likelihood with the Metropolis-Hastings-Green simulation algorithm, implemented in C++ and R• Build a time series model for the exchange rate between US Dollar and Korean Won based on an improved ARIMA algorithm and spectral analysis methods. The model has been used to predict the exchange rate, implemented in R From September 2007 to April 2012 (4 years 8 months) PhD Intern @ PayPal Checkout Team, Site Speed Project:• Improved web response time at the back end of servers by analyzing huge log files: parsed log files, created database, used statistical testing and performed time series analysis, implemented in python, C++ and MySQL• Analyzed customer business at the front end of servers by data mining techniques on large checkout data: parsed files, created database and performed multivariate analysis with variable selection, implemented in python, C++ and MySQL From June 2011 to August 2011 (3 months)
AQR Capital Management
VP in Trading Research
J.P. Morgan
Summer Associate in Quantitative Research
May 2012 to August 2012
Greater New York City Area
J.P. Morgan
Vice President in Linear Quantitative Research E-Trading Group
September 2012 to October 2018
Greater New York City Area
University of Minnesota
Research Assistant
September 2007 to April 2012
PayPal
PhD Intern
June 2011 to August 2011
What company does Chen Xing work for?
Chen Xing works for AQR Capital Management
What is Chen Xing's role at AQR Capital Management?
Chen Xing is VP in Trading Research
What industry does Chen Xing work in?
Chen Xing works in the Investment Banking industry.
Who are Chen Xing's colleagues?
Chen Xing's colleagues are Allen Yeong, Boris Lo, Graeme Farrell, Jue Wang, Nidhi Sharma, Karan Sehgal, Mital Vora, Jonathan Avery, Xavier Witdouck, and Brendan McGovern
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