Harold
Zhongfang Yuan
Computational Finance & Quantitative Research
Carnegie Mellon University • MS Computational Finance
Projects
Quantitative finance and trading systems
Prediction Market Arbitrage
Automated trading pipeline generating $2,000+ in live profits from cross-platform inefficiencies across decentralized and centralized event-based trading platforms.
Scalable ML Trading System
Designed pipeline for 100M+ rows using XGBoost/CatBoost with feature engineering from 100ms order book data, achieving top-quartile R² across 10 cryptocurrencies.
Event-Driven Trading System
Built tick-level backtesting system using NautilusTrader, achieving 1.3% daily return and 58% win rate via Turtle Trading strategies.
Financial Content Creation
Quantitative finance channel on BiliBili with 6,500+ subscribers and 200,000+ views, educating audiences on algorithmic trading and market analysis.
Education
Academic foundation in computational finance
Master of Science in Computational Finance
Carnegie Mellon University • Expected Jan 2026
Advanced coursework in quantitative finance, machine learning, and financial computing.
Bachelor of Business Administration in Financial Engineering
Chinese University of Hong Kong • May 2024
First Class Honors, Full Scholarship • Exchange at University of North Carolina at Chapel Hill
Skills & Interests
Programming
Python, C++, C, Java, R
HTML/CSS/JS, SQL, Matlab
Libraries & Tools
NumPy, Pandas, PyTorch, TensorFlow
Scikit-learn, Polars, Cython
Personal Interests
Swimming
Movies
Basketball
Go (4 dan)
Calligraphy