“Sherry worked for our investment group as an intern. She was integrally involved in providing statistical analysis on asset returns used to calibrate our internal capital models. She was responsible, showed great technical abilities, and was diligent in her work. It was a pleasure working with her and would say she'd be a great addition to anyone's team.”
关于
Education:
CFA , FRM, Master of Quantitative Finance.
Experience:…
动态
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CFANY members, please vote for Kelly Ye, CFA for CFANY Board Member. Kelly is an outstanding professional driven to promote the financial community…
CFANY members, please vote for Kelly Ye, CFA for CFANY Board Member. Kelly is an outstanding professional driven to promote the financial community…
Sherry Xu, CFA分享
工作经历
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教育经历
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Fordham University - Graduate School of Business Administration
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Core Courses: Financial Modeling, Financial Statement Analysis, Stochastic Calculus, Simulation, Econometrics, Risk Management, Derivatives, Fixed Income/Equity Portfolio Management
Merit based Scholarship ($2000, top 10%)
Main Projects:
VBA Modeling: Optimal Portfolio Choice based on Three Financial Models (Individual)
Barrier Option Pricing: Simulation Method Implementation and Evaluation (Team leader)
Has the Libor been Manipulated?—Analysis based on Pair Trading… Core Courses: Financial Modeling, Financial Statement Analysis, Stochastic Calculus, Simulation, Econometrics, Risk Management, Derivatives, Fixed Income/Equity Portfolio Management
Merit based Scholarship ($2000, top 10%)
Main Projects:
VBA Modeling: Optimal Portfolio Choice based on Three Financial Models (Individual)
Barrier Option Pricing: Simulation Method Implementation and Evaluation (Team leader)
Has the Libor been Manipulated?—Analysis based on Pair Trading Techniques (Team leader) -
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Outstanding Student Honor of TONGJI University
First-class Scholarship of TONGJI University
Outstanding Graduation Thesis Award
资格认证
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FRM
Global Association of Risk Professional
志愿者经历
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lecture coodinator
Career&Culture Club
- 至今 12 年 8 个月
文化艺术
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Organizer & Volunteer
Home of Sunshine
- 至今 14 年 8 个月
教育经历
Organize people to help mentally-challenged children;
Bring them free lectures & performance
所做项目
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Option Pricing: Compounding Option Pricing both with Analytical Solution and Numerical Solution
Completed the Compouding Option Pricing Model using Matlab;
Both Analytical Model(Geske solution) and Numerical Model (Binominal Tree) are built;
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PCA Application: Analysis of Term Structure
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Matlab coding: Barrier Option Simulation
Barrier Option's Simulation and Pricing
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VBA Coding: Portfolio Optimization: Application of Black Litterman Model
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Theoretical Model Improvement: Account Receivables Factoring Choice Model based on Game Theory Choice Model based on Game Theory
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Introduced Stackelberg competition model in pricing accounts-receivable factoring contracts
Analyzed effects of information asymmetry and other factors on optimal choice of factoring -
SQL Modeling: Design and Realization of Customized T-Shirt Shop
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Led a team of 4 to complete an online Customized T-Shirt Shop with SQL
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C++ Coding: Realization of Game"Snow Brother"
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Completed realizing a computer game with C++;
Led a team of 4 to do all the work from game designing, program designing and code-writing to debugging.
荣誉奖项
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Fordham Scholarship
Fordham University
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Tongji Scholarship, First Price
Tongji University
语言能力
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English
母语或精通双语
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Chinese
母语或精通双语
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Scientific Research Publishing
【Does Adaptive Learning Neutralize Interbank Market Liquidity Hoarding under a Distressed Market Condition?】 Full article: https://lnkd.in/gUuGEQiw (Authored by Cheuk Yin Jeffrey Mo, et al., from Stevens Institute of Technology, USA.) This paper presents a heterogeneous agent model with adaptive learning agents to model liquidity hoarding in the U.S. interbank lending markets, and evaluates the model from network perspective and compares the simulation results with the empirical bank failures in the 2008-09 financial crisis. #Reinforcement_Learning #Contagion_Risk #Fire_Sales #Network_Topology
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Funded Trading
MyFundedFX integrates TradingView! Trade directly on their advanced charting interface. Enjoy fast payouts (10-15 mins), affordable plans ($360 for MAX 100K), 8% max drawdown, & profit targets. Accounts in 24hrs, no payout delays. Choose 5 or 7-day payouts. Discover the power of seamless trading! #TradingViewIntegration #FastPayouts #TradingPlans #ForexTrading
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Mathematics MDPI
#Mathematics #particularinterest 👉 A paper titled ”Distance Correlation Market Graph: The Case of S&P500 Stocks” may raise your interest. 🔗 https://buff.ly/4e2pM0e #distance_correlation; #complex_networks; #market_graph; #stock_market_network; #non_linearity; #investment_science; #graph_theory #MDPIOpenAccess #ComSciMath_Mdpi
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Market Wire News
#CEPU - CEPU Long Term Investment Analysis https://buff.ly/3XY6Tqd 2024-07-10 10:18:00 ET Stock Traders Daily has produced this trading report using a proprietary method. This methodology seeks to optimize the entry and exit levels to maximize results and limit risk, and it is also applied to Index options, ETFs, and futures for our subscribers. This...
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NBTC SAS
CME's Ether Futures Record Highest Ever Open Interest of 383K ETH After ETF Debut ➡️ Read All : https://lnkd.in/g3tmHAaM CME ether futures see record open interest as spot ETFs start trading in the U.S. Volumes surge as ETFs open door for both directional and... [...] #CMEFutures #EtherETFs #CryptoTrading #InvestorInterest #RecordOpenInterest #Crypto #Ethereum #NBTC
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Angry Meta Traders
Japanese Yen at 34 Year Lows. U.S Growth and Inflation Data Coming, and BoJ on Friday. USD Cash Index Strong. #USDJPY #gold #GBPUSD #EURUSD #inflation #GDP #BoJ #Japan #ChinaEconomy #AustraliaInflation #forex #forextrading #tradingtips #riskmanagement Eliminate the noise with angrymetatraders.com https://lnkd.in/dyyvAf7j
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Hang Seng Investment
𝐍𝐞𝐰 𝐇𝐚𝐧𝐠 𝐒𝐞𝐧𝐠 𝐂𝐌𝐒 𝐁𝐥𝐨𝐨𝐦𝐛𝐞𝐫𝐠 𝐔𝐒 𝐓𝐫𝐞𝐚𝐬𝐮𝐫𝐲 1-3 𝐘𝐞𝐚𝐫 𝐈𝐧𝐝𝐞𝐱 𝐄𝐓𝐅 (𝐒𝐭𝐨𝐜𝐤 𝐜𝐨𝐝𝐞: 3436) 𝐚𝐧𝐝 𝐇𝐚𝐧𝐠 𝐒𝐞𝐧𝐠 𝐂𝐌𝐒 𝐁𝐥𝐨𝐨𝐦𝐛𝐞𝐫𝐠 𝐔𝐒 𝐓𝐫𝐞𝐚𝐬𝐮𝐫𝐲 7-10 𝐘𝐞𝐚𝐫 𝐈𝐧𝐝𝐞𝐱 𝐄𝐓𝐅 (𝐒𝐭𝐨𝐜𝐤 𝐜𝐨𝐝𝐞: 3435) 𝐥𝐚𝐮𝐧𝐜𝐡𝐞𝐝 𝐨𝐧 𝐇𝐊𝐄𝐱 We are delighted to announce that our first two co-branded fixed income ETFs – Hang Seng CMS Bloomberg US Treasury 1-3 Year Index ETF (Stock code: 3436) and Hang Seng CMS Bloomberg US Treasury 7-10 Year Index ETF (Stock code: 3435) – are officially listed on the Hong Kong Stock Exchange today. The US Treasuries are widely regarded as low-risk assets. These newly launched ETFs offer both short and medium-to-long-duration options, providing investors with the flexibility to tailor their portfolios according to their risk appetite and financial objectives. Learn more about our new ETFs in below official product brochures: Hang Seng CMS Bloomberg US Treasury 1-3 Year Index ETF (Stock code: 3436) English Brochure - https://lnkd.in/gSGZuA4B Chinese Brochure - https://lnkd.in/gMgN89sv Hang Seng CMS Bloomberg US Treasury 7-10 Year Index ETF (Stock code: 3435) English Brochure - https://lnkd.in/gdWBjAXY Chinese Brochure - https://lnkd.in/gc2332ff #HangSengInvestment #HSVM #USTreasuries #ETFs #Investment #AssetManagement *Investments involves risk (including the loss of capital invested), no one should make their investment decisions based on this content. Before investing, the relevant investment product’s offering document should be read, and independent advice should be sought. Past performance is not indicative of future performance. SFC authorization is not an endorsement or recommendation. This content has not been reviewed by the Securities and Futures Commission and is intended for Hong Kong investors only.
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European Finance Association
Most cited paper "Equity Portfolio Diversification" by William N. Goetzmann and Alok Kumar in Review of Finance, Volume 12, Issue 3, 2008, Pages 433–463, https://lnkd.in/dD64A-s Published: 28 March 2008 Abstract This study shows that U.S. individual investors hold under-diversified portfolios, where the level of under-diversification is greater among younger, low-income, less-educated, and less-sophisticated investors. The level of under-diversification is also correlated with investment choices that are consistent with over-confidence, trend-following behavior, and local bias. Furthermore, investors who over-weight stocks with higher volatility and higher skewness are less diversified. In contrast, there is little evidence that portfolio size or transaction costs constrains diversification. Under-diversification is costly to most investors, but a small subset of investors under-diversify because of superior information. JEL G11 - Portfolio Choice; Investment DecisionsG12 - Asset Pricing; Trading volume; Bond Interest Rates Oxford University Press OUP Academic Yale School of Management Texas McCombs School of Business European Finance Association
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中国投资信息有限公司 (CIIS)
CSI Launched Six Indices including CSI Hong Kong Stock Connect Central Enterprises Composite Index on July 30, 2024 China Securities Index Co., Ltd officially launched CSI Hong Kong Connect China Central State-Owned Enterprises Composite Index, CSI Hong Kong Connect China State-Owned Enterprises Composite Index, CSI Hong Kong Connect Private-Owned Mainland Enterprises Composite Index, CSI Hong Kong-Listed China Central State-Owned Enterprises Composite Index, CSI Hong Kong-Listed China State-Owned Enterprises Composite Index and CSI Hong Kong-Listed Private-Owned Mainland Enterprises Composite Index on July 30, 2024, providing the market with diverse performance benchmarks and investment targets. 👉 Read more: https://lnkd.in/g9qu-gXv #CSI #ChinaSecuritesIndex #SSE #HongKongStockConnect #Investment #Stock #Shanghai #HongKong #Chinaindex #GlobalMarkets #EconomicGrowth #ShanghaiStockExchange #2024 #mainland #China #HongKong #ChinaSecurities #BondMarket #MaketEconomy #CSRC #InvestorProtection #Finance #ChinaFinance #MarketRegulation