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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

Yi-Hao (Edward) Kao is a quantitative researcher and portfolio manager. He earned a BSEE from National Taiwan University (2006) and a PhD in Electrical Engineering from Stanford University (2012), where he worked under Benjamin Van Roy on machine learning and optimization; he competed for Taiwan at the International Mathematical Olympiad in 2002 (silver medal). His career spans data-mining internships at Google, Yahoo! and Goldman Sachs (2006-2010), a Vice President role at the quantitative hedge fund Two Sigma Investments (2012-2017), a Senior Research Analyst role at Cubist Systematic Strategies, the systematic arm of Point72 (2020-2021), and a Portfolio Manager role at Tongdeng Asset Management in Shanghai 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-).

Details
LocationTaiwan
Company sitetongdengfund.cn
UniversityStanford University
Machine learningOptimizationOperations researchQuantitative researchFactor modelsPrincipal component analysis
Notes
  • 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.

Competition record

Taiwan · IMO

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