Tong Ye holds a dual Bachelor's degree in Applied Math and Finance from Renmin University of China. He has extensive experience as a Quant Researcher Intern at top mid-frequency equity pods in the APAC market, where he developed a graph deep learning algorithm, built self-supervised learning frameworks for feature augmentation, and constructed features from various datasets for quantitative strategies. Additionally, he optimized high-frequency market-making strategies for cryptocurrency perpetual contracts as a Quant Trader Intern at a top market maker in Binance. Tong is also an active member of the Kaggle community, having participated in various large quantitative competitions and earning a silver medal. He joined the MSCF Program to further his interest in quantitative problem-solving and global financial markets, with plans to pursue a career in quantitative research, quantitative trading, and asset management upon graduation.
