Chengyang Gu

Quantitative Researcher

Chengyang Gu is a quantitative researcher with extensive experience in algorithm development and data analysis within the finance sector. Currently, Chengyang Gu works at Squarepoint Capital, having previously served as an adjunct faculty member at New York University. Key contributions include extending XGBoost with Parquet external memory support, developing deep learning-based factor generators, and creating back-testing frameworks. Chengyang Gu holds a Master of Science in Mathematics in Finance from New York University and dual Bachelor's degrees in Mathematics and Economics/Finance from Peking University, along with coursework at Harvard University in International Relations and National Security Studies.

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New York, United States

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