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Look for 2026 Summer Internship
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Look for 2026 Summer Internship

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ouyang-j/README.md

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Hello! I'm Tsing Ouyang 🎓

Python NumPy Pandas SciPy PyTorch R Tidyverse GLPK TensorFlow Keras LaTeX Jupyter Notebook GitHub Actions

I am currently pursuing my Master of Science in Computational Finance and Risk Management at Department of Applied Mathematics of University of Washington. Previouly, I have achieved Honours Bachelor of Mathematics Double Major in Financial Analysis and Risk Management-Professional Risk Management Specialization and Statistics at The Department of Statistics and Actuarial Science of University of Waterloo .

I'm currently a member of CFA Society Seattle and an FRM Part I passer, actively pursuing the dual-charter path.

📓 What my passions and interest are:

  • Quantitative Finance: Modeling derivatives and portfolio risk through the lens of stochastic calculus and rigorous mathematical frameworks
  • Algorithmic Trading: Designing and backtesting automated trading systems, with a current focus on applying classic investment strategies to the cryptocurrency market
  • Computational Modeling: Developing end-to-end financial tools and optimization engines from the ground up using Python and R
  • Machine & Deep Learning: Leveraging neural networks and predictive modeling to decode complex, non-linear patterns in data

🚀 What I'm up to:

  • 🔭 Working on a N-BEATS strategy for Trading Systems.
  • 📈 Backtesting strategies for Cryptocurrency Market.
  • 💼 Actively looking for 2026 Summer Internship in Finance.

📫 Connect with me:

Linkedin LinkedIn   GitHub GitHub   Resume   Email   UW Email   UWaterloo Email   +1 (206) 892-8270

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  1. Asset-Allocation-and-Portfolio-Optimization Asset-Allocation-and-Portfolio-Optimization Public

    Multi-stage stochastic asset allocation model for a $100M foundation using R. Implemented recursive optimization and piecewise utility functions to manage 10-year wealth trajectories

    R 1

  2. Pension-Asset-Liability-Management-Optimization Pension-Asset-Liability-Management-Optimization Public

    an optimal fixed-income portfolio to immunize $9.3B in inflation-indexed pension liabilities over an 80-quarter horizon. Implemented Linear Programming in R to minimize cost while managing credit s…

    R 1

  3. Black-Scholes-Option-Pricing Black-Scholes-Option-Pricing Public

    A Python-based quantitative finance tool for pricing European options and calculating first and second-order Greeks. Features vectorized NumPy computations and comprehensive risk dashboards for der…

    Python 1

  4. NovelReader NovelReader Public

    Android-based e-reader developed in Java. Features a custom keyword search engine utilizing Binary Search Tree (BST) algorithms for optimized O(log n) performance

    Java 1