Yaolin(Kevin) Wang

Passion Integrity Diligent

Tel: (571)250-9081

Email: [email protected]

Recent Projects:

Adaptive Trading Algorithm

-Tracking target ETF potential position change using moving window.
-Constructed risk threshold index based on PCA analysis and market volatility indexes.
-Used Python,MongoDB,Google Finance API to conduct backtesting.

Stock Recommend Website ( Click here to see this website!).

-Combined ARIMA model and EV/EBITDA to recommend stock customized for users.
-Conducted sentiment analysis using latest news about companies.
-Used Python Flask, Networkx, Folium, NLTK, WordCloud packages and created local database using MongoDB.







National Satellite Meteorogical Centre
Research Assistant

-Used Monte Carlo Simulation to analyze stray light distribution after entering satellite detector.
-Combined IDL (Interactive Data Language) and MATLAB to manipulating satellite data (National Oceanic and Atmospheric Administration, USA, Day Night Band data)
-Analyzed stray light and stripping pattern and summarized resource of stray light, and designed removal algorithm by building model describing distribution of stray light and solar zenith angle.
-Removed all stray light in satellite images.




KPMG Advisory
Financial Risk Management Intern

-Cooperated with KPMG US team in manipulating and cleaning macro-economic data, building Macro Simulation Engine using R.
-Learned PD modeling theories and approaches for wholesale and retail portfolio (Discrete-time logit model, Hazard model, etc.).
-Studied the content of EPS and translated regulation instructions issued by The Federal Reserve System (Comprehensive Capital Analysis and Review 2016 Summary Instructions, etc.)