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Master of Financial Engineering Program

First-Person

Lu Yang

Lu Yang

Lu Yang received her Bachelor Degree in Accounting and Finance and Minor Degree in Applied Mathematics with First Class Honors from the Hong Kong Polytechnic University. During her undergraduate studies, Lu kept sharpening her computational and analytical skills and applied them in several research projects related to macroeconomics and derivatives trading. Before joining the Berkeley MFE, she worked as a quantitative investment intern at a hedge fund, Lingwang Fund Management, where she developed mean reversion trading strategies for equities and trend following strategies for commodity and index futures using turtle trading rules and technical indicators. At Guosen Securities, she deepened her knowledge in ETF and bond options by building pricing and arbitrage trading models with Monte Carlo Simulation and methods including the Hull-White model and the SABR model. Lu is also passionate about exploring different academic fields. Her research on the effects of using wikis in team collaboration has resulted in a co-authored paper published in Information & Management. Lu has just passed the CFA Level I exam. In her spare time, she enjoys reading, sketching and traveling.