RESEARCHED WITH AUTUMN
YK
Yi-Hao Kao
Quantitative Researcher
Tongdeng Asset Management ·
Taiwan · operator
International Mathematical Olympiad 2002, Taiwan - Silver Medal, Rank 40/91.9th PercentilePhD EE Stanford 2012, Advised By Benjamin Van RoyVice President, Two Sigma Investments, 2012-2017Senior Research Analyst, Cubist Systematic Strategies (Point72), 2020-2021Portfolio Manager, Tongdeng Asset Management, Since 2023
Dr. Edward Yi-Hao Kao (高奕豪): BSEE, National Taiwan University (2006); PhD, Electrical Engineering, Stanford University (2012), dissertation 'Directed Learning' advised by Benjamin Van Roy. Research interests: machine learning and optimization, applied to operations research. Stanford Graduate Fellowship (2007); Numerical Technologies Founders Prize, ranked 1/174 in the Stanford EE PhD qualifying exam (2009); Honorary Irving T. Ho Fellow (2007). Roles: Google/Yahoo!/Goldman Sachs data-mining projects (2006-2010), Two Sigma Investments (2012-2017), Cubist Systematic Strategies / Point72 (2020-2021), Tongdeng Asset Management portfolio manager (2023-).
Machine learningOptimizationOperations researchQuantitative researchFactor modelsPrincipal component analysis
- Quant employment verification: CONFIRMED. Actual quant-finance roles are documented across primary and index sources: Vice President at Two Sigma Investments 2012-2017 (systematic/quantitative hedge fund; Van Roy's Stanford page lists 'Yi-Hao (Edward) Kao (2012) ... Two Sigma Investments'); Senior Research Analyst at Cubist Systematic Strategies, the quantitative arm of Point72, 2020-2021 in Hong Kong; and Portfolio Manager at Tongdeng Asset Management (Shanghai) since 2023 (a China quantitative fund). Identity is supported: the IMO 2002 Taiwan participant and the NTU/Stanford EE PhD timeline align with the LinkedIn 'Edward Yi-Hao Kao'. Two Sigma and Cubist/Point72 are unambiguously quantitative trading/hedge-fund firms; Tongdeng is a China asset manager that recruits quant researchers.2012
- Irving T. Ho Foundation fellow biography (signed 高奕豪) states Dr. Edward Yi-Hao Kao 'is currently a Quantitative Researcher at Two Sigma Investments in New York', received BSEE from National Taiwan University in 2006 and PhD in Electrical Engineering from Stanford University in 2012; snapshot predates his later Cubist and Tongdeng roles, so it is an old-index claim, not current employment.
- Benjamin Van Roy's Stanford students page lists 'Yi-Hao (Edward) Kao (2012)' as a former doctoral student, employer Two Sigma Investments, dissertation 'Directed Learning' - independent primary-source confirmation of the Stanford PhD and the Two Sigma role.
- Authored 'Learning a Factor Model via Regularized PCA' (arXiv:1111.6201, 2011, with Benjamin Van Roy) - a factor-model/quantitative-research paper; also co-authored 'Directed Regression' (NIPS 2009) and 'Directed Time Series Regression for Control'.2011
- From 2006 to 2010 he worked on data-mining projects at Google, Yahoo!, and Goldman Sachs (per the Ho Foundation bio); LinkedIn lists these as Software Engineer Intern (Google 2006), Research Intern (Yahoo! 2009), and Summer Associate (Goldman Sachs 2010).
- Awarded the Stanford Graduate Fellowship in 2007 and the Numerical Technologies Founders Prize for ranking 1/174 in the Stanford EE PhD Qualifying Examination in 2009 (per Ho Foundation bio).
- LinkedIn profile (index) lists employment gaps vs. the sequence: self-employed in the San Francisco Bay Area 2018-2020 and in Taipei City 2022-2023, bracketing the Cubist role - i.e. the Cubist Hong Kong stint 2020-2021 sits between two self-employed periods. Index-only claim (LinkedIn-derived index).
- Contact email [contact omitted] is published publicly on the Irving T. Ho Foundation fellow biography.
- Cubist Systematic Strategies is the systematic/quantitative investing arm of Point72 Asset Management (point72.com/cubist), confirming the employer operates in quantitative finance rather than merely containing 'quant' in a name.
- Named an Honorary Irving T. Ho Fellow in 2007 by the Irving T. Ho Memorial Foundation.
- Two Sigma Investments is a quantitative investment firm (systematic/algorithmic hedge fund), the classification that makes the 2012-2017 Vice President role a genuine quantitative-finance position.
- Tongdeng Asset Management (上海通登资产管理有限公司), his employer since 2023, runs education philanthropy at Peking University's physics and mathematics schools and a student development fund - consistent with a China quantitative fund positioning itself around math talent.
Experience
Self Employed at Self-employed
Taipei City, Taiwan
Senior Research Analyst at Cubist Systematic Strategies
Hong Kong SAR
Vice President at Two Sigma Investments
Greater New York City Area
Summer Associate at Goldman Sachs
Research Intern at Yahoo!
Research Assistant at Stanford University
Research focus: Machine Learning and Optimization
Software Engineer Intern at Google
Portfolio Manager at Tongdeng Asset Management
Shanghai, China
Education
Stanford University
PhD, Electrical Engineering
National Taiwan University
BSEE, Electrical Engineering
AchievementsIMO 2002 silver medal (Taiwan) · Stanford Graduate Fellowship, 2007 · Numerical Technologies Founders Prize - ranked 1/174 in Stanford EE PhD qualifying exam, 2009 · Honorary Irving T. Ho Fellow, 2007
Articles
AwardsInternational Mathematical Olympiad 2002 silver medal (Taiwan) · Stanford Graduate Fellowship (2007) · Numerical Technologies Founders Prize (2009) · Honorary Irving T. Ho Fellow (2007)
Profiles
Competition record
Taiwan · IMO