Yinghou Wu

During my internship, I conducted comprehensive past-performance analyses and developed future return models across a range of assets, including stocks, ETFs, and options. Additionally, I constructed optimized portfolios and performed detailed performance evaluations, comparing the results against the S&P 500 benchmark.

Furthermore, I utilized advanced models such as Minimum Spanning Tree (MST), Planar Maximally Filtered Graph (PMFG), Time-Varying Parameter Vector Autoregression (TVP-VAR), Tail Co-movement Index (TCI), and the Quarter-on-Quarter (QoQ) framework to analyze ETFs. This analysis provided insights into market risk exposure, systematic risk, and inter-ETF correlations, offering valuable guidance on market interconnectedness and risk management strategies.

• Pay Gap Analysis: Leveraged Jamovi to analyze wage disparities using data from the ‘Understanding Society’ dataset. The analysis examines the impact of independent variables such as Ethnicity, Gender, Age, Educational Background, and Residency Location on wages. The study assesses both the individual and combined effects of these variables and determines the statistical significance of each factor.
• Stock Performance Analysis and Projection: Utilized MATLAB and the CAPM model to conduct a detailed analysis of Nvidia's stock performance over the past two years. The project involved examining historical trends and projecting potential future movements, as well as critically assessing the practical limitations of the CAPM model in real-world applications.
• Trading Strategies Analysis on SPY Index: Conducted a comprehensive strategy analysis of SPY Index performance over the last 30 years using Python. The study evaluated the returns of four distinct trading strategies: 1) Hold SPY, 2) Buy at open & sell at close, 3) Buy at close & sell at open, and 4) Buy & hold excluding the worst and best 3 days.
• Option Pricing Calculator: Developed a binomial option pricing model in Excel for various types of options, including Put, Call, Down-and-Out Call, Down-and-In Call, Down-and-Out Put, and Down-and-In Put. The model was applied to different underlying stocks to calculate option prices.
• Leveraged Product Analysis: Designed a custom price-weighted index and constructed a covered structured note. The analysis focused on how volatility impacts the performance of the leveraged product, providing insights into risk and return dynamics.

• Developed understanding of company audit methodology, approach and tools while working under supervision of licensed auditors.
• Performed analytical review of audit documents.
• Prepared, analyzed and verified annual reports and financial statements to assess financial condition and facilitate financial planning.

• Financial Analysis Support: Assist in analyzing financial statements (income statement, balance sheet, and cash flow) to assess the financial health of a target company.
  Help evaluate key financial metrics such as profitability, working capital, debt levels, and cash flow to identify risks and opportunities.
  
• Due Diligence Preparation: Contribute to the preparation of due diligence reports by gathering and organizing data from multiple sources.
  Work with the team to identify potential deal risks and areas requiring further investigation.
  
• Data Gathering and Research: Conduct market and industry research to support deal evaluations, helping assess the competitive landscape and business environment of the target company.
  Help collect relevant financial documents and materials for analysis, such as financial forecasts, tax information, and contracts.