Yuhao Du

Date of Award


First Advisor

Daniel Neilson

Second Advisor

Siddhartha Dastidar


The idea of the thesis is due to my interest in trading and my economic major in Simon’s Rock and Financial Engineering currently. It will have 3 parts including: Value Estimation C-A-N-S-L-I-M, Optimization of position controlling, Reflection of mistakes, Economic Environment… And I will have portfolios that we can keep track of and see how different trading strategies differ and help the performance. Most of them are based on Efficient Market Theory. The new thing I discussed this semester is that I met a trader named XinGE, and he did day trade and swim trade. He is very focused on institutional trading and tries to profit from the wave. I think this is very interesting and will add this topic in the thesis. Also, my-self, who was 80% up last year and now almost got to -33.3 % up this year; would conclude some bad mistakes that I’ve made during trading. Three of the most important works that impact on my thinking about my thesis during this past semester: Volatility Smile Adding options to the portfolio. Zero to One Technique difference enables monopoly and profit. One up on wall street Look into products that I normally use or like, such as duking doubt that the author invested. The intelligent investor Importance of earnings, cash flow... An introduction to quantitative finance Algorithms and coding.

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